Welcome to PCHF...sorry to hear of your trouble.
Without more detailed data-- exactly which
CPU/heatsink/motherboard it is hard to be certain-- but modern
CPU sockets have one corner with a very small indentation to guide you with alignment.
Also-- if you have not trashed your bent
CPU --
don't.
Bent pins can often be straightened (with extreme care and some very fine tweezers) Unfortunately -- you won't be able to return the new one-- but perhaps you could reuse the old one later...
Here's a link to a pictorial guide to
CPU/Heatsink installation for a Pentium 4... yours may differ slightly-- but the idea is the same.
Google Image Result for http://lib.store.yahoo.net/lib/directron/p4insa13
If you have an AMD-- the mounting is a little different-- but all
CPU's should have some method to align them in the slot.