First, get some heatsink compound, preferably Arctic Silver 5
. Clean off any old compound from both the top of the CPU and the underside of the heatsink with rubbing alcohol on a soft cloth or a tissue. Just before replacing the heatsink place a SMALL amount of thermal compound on top of and in the center of the CPU die. If you need a tool to reattach the heatsink BE CAREFUL not to slip and gouge the motherboard. This could easily turn it into a doorstop.
Next, check out whether or not the new CPU is fried or not, this time when using heatsink compound.
How do you know your motherboard will support an Athlon XP processor ? Did you do your homework and find out which processors are supported by that particular model of motherboard ?
Check whether your motherboard will support the Sempron processors. They are intended to be a replacement for the now defunct Athlon XP processors. You may have to go the the motherboard manufacturor's web site or call their service department to find out if your particular model of motherboard will support a Sempron. You may also want to find out if DDR333/PC2700 RAM is supported, too. If so, upgrading to PC2700 from, say, PC2100 will give an additional speed boast. (You can use PC3200 DDR in place of PC2700 and it it is more common and cheaper, too. Ignore this if your motherboard uses PC100 or PC133 RAM.)
You may find it difficult to find a reasonably priced Athlon XP processor since they are out of production. Perhaps on EBay. Semprons will probably be cheaper if you can use one.