Now this is something I know about since my line is PC's , On a PC if you don't do thermal compound you will fry the CPU, and on the LE you will risk of burning your TRIACS, not so if you are running 110v, but for us Europeans, on 240V 60Hz, you need the thermal compound "fo sure" you can easily buy Thermal paste which is very inexpensive...
Another note, if your thermal paste hits alot of air, i.e. you remove the heatsink, you need to 1) Scrape Everything off, and clean it with alcahol 2) re-apply the thermal paste.
J