Should I leave the thermal pad that comes with the fan, or remove it and use thermal paste??

The thermal pads that come with CPUs are typically fine, but thermal paste, especially if it is arctic silver, will bring your temps down a few degrees. If you are going to overclock then use the paste. If you have some paste, you may as well use it either way.

For simplicity I'd leave it on if you can get the heatsink secured properly the first time (unless you are wanting to do some nice overclocking), if you do any shifting of it after its sitting on the processor you've pretty much destroyed your pad and will need to remove it and put the paste on.

If you are going to remove the pad, use some high percent isopropyl alcohol (like 99%) and it will come off real easy and clean.

Thank You for the ansewrs, I guess i'll go with the thermal paste!