I live in rural Iowa. There is no Frys or Microcenter in the state. There is probably a place in Des Moines and that is a 5 hour round trip.
Well, don't panic: see those guides: http://www.pcstats.com/articleview.cfm?articleID=2231 http://www.pcstats.com/articleview.cfm?articleid=2385
They're clearly meant for LGA 775 socket (Core) and LGA 1366 one (Nehalem), but LGA 1155 socket (Sandy Bridge) is very, very similar.
The only aspect they don't cover, I think it is how to apply TIM (stock heatsinks come with pre-applied TIM, aftermarket ones do not): personally I use the so-called "rice grain" method, i.e. put some little TIM right in the middle of the CPU heatspreader, then tighten the heatsink as you can. Even Intel do the same: http://www.intel.com/support/processors ... 030329.htm
(just a note: I strongly advice to install the CPU heatsink with the motherboard OUTSIDE the case, when it is not already mounted)
Eventually I agree that stock heatsinks are just atrocious, from a silence perspective: but please take note that it does matter more how you control the HS fan than the HS itself, so even a wonderful cooler may perform poorly if its fan is not properly dialed down. So, take care of this aspect.