Absolute waste of money... I bought several copper shims thinking they were a good investment... bah, $30 down the tubes. According to a review on the main site there is some evidence that they actually degrade cooling performance.
More importantly than that though, they are just a hassle. I got one of the shims working on one of my CPUs, but when I removed the heatsink and tried to reattach my computer would not POST. Either the shim was preventing my heatsink from contacting the processor right, or it was connecting the some of the L#s (it may have slipped on to them or something). After almost RMAing the damn board, I found out it was the crappy shim.
In the end, they are more trouble than they are worth. Save your $10 and go catch a movie or something instead. There's just no substitute for simply being careful when attaching your CPU.