bbetter would have been, if you had placed Heatsink before installing motherboard in the Tray, as i always place hard components that require force first, so that it wont risk damage the PCB. best is to place motherbaord on the thin foam that comes with it over a hard surface. it wont bring any tension in the PCB.
BAD thing now in yur situation is, as you might have tried 4-5 times doig this, probability is, that you have disturbed the thermal compound by now. so bring some more, and clean heatsink and when you feel you are absolutely ready, then place heatsink over the CPU, as best is once you have placed the heatsink over CPU, avoid picking it up again, as some of the thermnal compound sticks with cpu. and non-smooth surface will result in air trapped/escaping b/w the surfaces of cpu and heatsink, resulting in poor heat dissapation.
Intel Core2Quad 2.66Ghz 12MB L2-Cache
4096MB DDR Kingston Hyper-X
XFX 9600GT AlphaDog
Seagate 2 X 320GB SATA2
LG L246WH Flatron 24"