There should be a small bar, that you pull out gently and then lift up, it should move the whole socket a few MM. after the Bar is up, you align the pins on the CPU, drop it in, then push the bar down then it should lock into place.
Now with intels Ive seen it where theres a latch go over the top, that should latch down over the whole CPU after its been secured. After everything is locked and secured you apply the paste then the heat sink.