I've got one of these & I found it a bit of a pig to fit as well.
Tips:
1. Take off the fan before fitting the cooler to the motherboard.
2. You shouldn't need any thermal paste unless you've put a finger or thumb on it

you would need to remove thermal paste off the CPU if used a previous cooler on it. (meths is good for that)
3. it has the same fittings on it as the intel stock cooler, which isn't very 'user friendly' to say the least, but the intel stock cooler can be fitted in any direction. the Freezer 7 pro depends in the height of the heatsinks around the CPU socket. If you can try to fit it so the exhaust blows towards a case fan blowing air out of the case, try to avoid fitting it so the hot air blows into the Power supply as it would raise the temperature inside it & causes the fans in it to work all the time. When fitted to the motherboard put the fan back!
Hope that helps