When our eval Glacier 4500 PIII kit arrived, which includes a large heatsink topped by three high-output fans, as well as a small tube of thermal paste, we opened the package and went over the comprehensive instructions needed to mount the kit to a CPU.
In mounting the heatsink to a variety of SECC2 CPUs we found that it does secure tightly, but only after care is taken to make sure the serrated "teeth" of the retention bracket are locked into the heatsink properly.
It's not an intuitive process, and is a weak link in our opinion, as we found that on several occasions it became difficult to handle a Glacier 4500-equipped CPU for any extended period of time without popping the retention bracket out of the heatsink's locks, forcing it to be re-mounted.