Try to pry it upward a bit and then try twisting it left to right until the thermal tape gives way. Make sure not to push a screwdriver in between them... you'll scratch the heatsink or worse the processor.
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Do as toolbox said, try it while the cpu is still hot, just after playing a cpu intensive game. Heat softens the adhesive.
If it does not work do as Dimarini says, but use a dull chainsaw and drink lots of beer.
Just in case your wondering why drinking lots of beer is important, it's because when it combines with the chemicals in your urine, it forms a super adhesive remover. Just squirt some (you know what I'm talking about) onto the CPU/heatsink and that sucker will come right off!
Whew, I had an amd box version cpu.... you gotta drill the sucker to get rid of the fan.. would not recommend it. Very dangerous. Just add some cooling fans in the case, that should bring the temp down a bit if you're worried. Or you could replace it with an oem chip (no fan attached).