I would remove the CPU from the socket and re-install, and double check the heatsink is sitting correctly after.
The heatsink is properly applied, I already reintalled the processor, but the processor cooler feels loose, I will reinstall that one and see what happens, any other idea? thanks!
EDIT: One of the pins on the processor cooler was not entirely installed, so now it's not giving me the thermal warning, however, I turned it on, and I hear a constant beep, but no video, all the fans, leds are working, I just got it to work today a few hours ago with no thermal or video issues, but why did I have the video problem? any idea? thanks!