It's tough to tell from your jpg but I think the answer is yes: the "lid" is what I am referring to. The picture below shows it a little better...


That's the heat plate (or shield as I referred to it as). If you didn't remove it don't feel bad, most people didn't/don't (the plate was not realy intended to be removed by AMD). And many a person simply put thermal paste between it and the hetsink. But the cpu slug is under that (plate). With the plate in place there is no direct contact with the heatsink, so the heat transfer is not what it could be. In addition (as I said above) the effectiveness of thermal paste on the plate is little or none (in fact, it can even be negative).

The plate can be removed though without too much trouble really. I searched around and managed to find a link that explains how to remove it. The instructions can be found here (if interested).