I see that you are worried about the temperatures of your processor and the readings.
I will like to confirm the the temperatures that you are reaching are within specifications, unless you are experiencing any other issues, your system is working as expected.
Intel(R) does not recommend to use third party cooling solutions as they have not been tested any may not have the correct cooling capabilities required fir ever processor.
I have the same mobo and cpu idle temps are 24C as monitered by Intel desktop utilities. The platform controller hub (PCH) sits at 50C at Idle and has me wondering what the range is for the Z68 PCH. The 40C seems high for an idle temp on that cpu , do you have a well ventilated case? Checking temps while in the bios will show a higher cpu temp .
Thank you for the comments.
I updated the BIOS to 0028 and re-installed the HSF one more time.
Now everything works as they should. Minimun idle temps. are 24-29 Celsius and maximum load 60 Celsius.
I dont know what was wrong, but the problem is now solved.