You can still fuck up the connector on the motherboard, and consequently, the CPU. I'm speaking from experience: I had to replace a motherboard and a CPU. I still have the useless i7-870 as a sort of trophy of my ignorance of those pin-less CPUs (it was my first). Edit: actually, I remember now that the initial motherboard had a manufacturing problem on its socket, but as that was my first, I didn't know, and that led me to try and fail blatantly, killing both the motherboard and the CPU ; I only realized when seeing the new motherboard with a non-busted socket.