I recently built my computer with an i5-6600, and it managed to be physically bent! It has a stock cooler so I don't have a clue on why it would even bend!
In this type of cases I would recommend contacting our phone or chat support, this a faster interaction and they might be able to help you checking the replacement options in case this is a faulty unit. See here for the contact information http://www.intel.com/content/www/us/en/support/contact-support.html Contact Support.
