Done that to watercool my 9800Pro (built by ATI).
Yes, there's a shim. No probs to remove heatsink (push pins). The shim needs to be removed as it will prevent correct contact with any other heatsink. Clean the thermal paste with alcool. The shim is tough to remove. ATI guys used a lot of glue. No way to remove it using the freezer technique. The good news is that each corner of the shim is free of glue. So you can insert a very thin and sharp blade and cut through the glue VERY VERY carefully and VERY VERY slowly. The blade is coming very close to those microscopic resistors around the die, and you don't want to know what would happen if you slice one. If you survived the scary experience, then you'll have no probs to mount your heatsink with some good AS ceramic between.