Before installing a new or existing heatsink, check that the gasket that surrounds the silver colored coating on the underside of the heatsink is in good condition, as shown in the graphic. Replace the gasket if it shows obvious damage, such as cracks, folds, and broken-off surfaces, or if it is dislocated from the heatsink.
The gasket is available through GSX as part of the Mac Pro Grease Kit, part number 076-1258.