Your CPU inside your computer case, has a metal cooling Heatsink on it, and on top of that usually sits the CPU fan
Between the CPU and the Heatsink is a paste called thermal paste (actually there are a few names!) This thermal paste can be purchased from computer retail stores, or even online, the best of the best compound is Arctic Silver
Anyway, by cleaning the old thermal paste from the CPU (ideally using "isoprophyl alcohol") you then re-paste the CPU and then re-mount the Heatsink and fan
Actually this is all discussed in the link above
If you are unsure on doing this, at least follow the "No Post" link