Oh, great memories. Those were absolutely terrifying, but luckily I never broke one and only had one instance of a friend breaking one. The absolute worst was when I (being a more experienced PC builder) was helping a friend with his first build, and the friend insists that I install the cooler.
I destroyed my 600MHz Pentium III while fiddling with the cooler. A corner of the chip broke off.
I used the same motherboard and bought an adapter which allowed an upgrade to a 1,3GHz PIII Tualatin. It had a proper headspreader so the installation was a breeze in comparison.
The horror ensued on my next upgrade to an AMD Athlon XP 2800+ which again had the die exposed, but thankfully I never managed to destroy it.