You want to move carefully pursuing this. More than one CPU has been fried because the person did not check the clearance of the thermal probe asit goes between the CPU ceramic and the base of the HSF. If the probe is higher than the clearance between the ceramic and HSF base, it will not let the base touch the core adequately for proper heat transfer.
Though I don't know diddly about Intel CPUs and mobos, the same rules apply as for AMD. The core surface sits above the ceramic surface a certain amount. That is the free space you have to work with for slipping the probe in between the ceramic and the HSF baseplate. If you put a shim in there, it decreases the available clearance as it occupies some if not all of that space. In order to slip in a probe, all the way to the edge of the core, you need to cut a channel out of the shim, wide enough to accomodate the width of the probe, once you determine exactly where you want to slide it in. Then, you remount the HSF on the CPU and slide the probe in to the core. It must not meet any significant resistance to sliding, otherwise that is indicative of the probe being higher than the clearance allowed for it and the potential for problems. If it can slide all the way in to the core, easily, then you are assurred of adequate clearance. It does no good to have it slide almost all the way in. It has to touch the edge of the core to give you a meaningful reading. Here is an approximation graphic of how the prepare the shim.
When you think you are all set, recheck several times for clearance. The will be time well spent as opposed to the cost of a new processor.