If you are using a copper or copper bottomed heatsink, lay the probe on the cpu touching the core, mark the wire where it crosses the socket, then after fitting the Hsf bend the probe a little, so as you feed it into the gap between the Cpu and the heatsink it is in contact with the bottom of the heatsink, just jiggle it into place until you feel it stop, then if the mark put on the wire lines up with the socket the probe will be touching the base of the heatsink right next to the top of the core, with the excellent heat transfer of copper there will be minimal difference between core and probe temp, provided you have good thermal contact between hsf and core, then secure the wire to the heatsink with tape or a cable tie.
That's the main reason I fit mine that way, more than 1 or 2 degrees difference between Bios Cpu temp and probe temp means less than ideal core to heatsink contact.
Mine is reading 35.6c with Mbm5 reporting 36c 36c from the two Cpu sensors.