It isn't melted i can assure you, for the heatsinks to melt you are looking at hundreds of degrees C, if your processor is that hot then the system will have shut it down or it would have gone pop. Put simply, it can't melt. If it has, like scout says, that would be insane and would most certainly be the first time i ever heard of anything like that, and can say almost for certain that nobody else here has either
If you have a prebuilt system sometimes they put a little glue on to prevent "tampering" (changing stuff like you are), which is a little silly because it is your system to do with as you like. It will either be that or certain thermal compounds can solidify forming a very hard almost plastic like material that can stick stuff togther, it happened on my nb and my video card.
If you can get them out, try VERY gently twisting the CPU and heatsink in the opposite dierection while pulling a little. If it doesn't work, get a soft cloth or kitchen roll and put some WD40 on it and wipe around and just under the heatsink if you can get to it. Make sure none gets onto the contacts. This should loosen or remove whatever is there if there is something sticking em together