Morning Stefan,
I have done what you had suggested. Here are the pictures:
I just use the position 2 of the clamp (where it is has little bit to less pressure), but I also tried position 3 (where it is really hard to mount the cooler):

The effect is the same (very hot CPU). Which position is right for AM2 socket? Board is Gigabyte GA-MA78GM-S2H.
Thanks again for your help. I hope we can fix the problem soon.
Best regards
Pete