if you don't remember... then either there was a pad, (and you've forgotten to take the little blue plastic protector off of it as well!
or there wasn't a pad...
thermal paste isn't an absolute necessity... and too much of it is definitly abad thing...
then a CPU, and a heat sink is made they are made by a machining process, and hence there are small toolmarks on both the CPU and the heatsink, these appear as small ridges...
everyone know that metal is on of the best thermal conductors, (which is why heat sinks are made of a metal alloy (usually containing copper), and everyone knows air is one of the worst... which is why air alone is not enough to cool your CPU...
the thermal paste just sits on top of the cpu and under the heat sink to try to fill the minute air gaps that occur in the afformentioned tool marks...
thermal paste (ever artic silver thermal paste with real metal bits) it not as good of a thermal conductor as the heat sink... so opening up the case and slapping a load in can actually do more harm than good...
the thermal pads are pretty bad conductors, but they are very thin.. so there is still plenty of metal-metal contact...
if in doubt take it apart and have a look... it won't take too long... and you are unlikely to break anything by taking it apart... it came in peices...you put it together.. I'm sure you can reduce it to peices and put it together again.