If there is a way to make sure that your HS is sitting nice and flat upon your CPU(Slockets sure make this easier!) I suggest forgetting copper shims. Tried 'em and don't like 'em. Sorry, I never wrote down the proper thickness for PIIIE and AMD CPU's. They are different, btw.
yeah, copper just keeps the heat for itself and takes it away from the hsf. If someone would make say a nice high temp plastic one, it would be great. But until then don't use a shim. If you install your hsf correctly, you will not crush the core.