Heat Sink Grease OR Dielectric Grease?

I am replacing my ignition control module in my car. This is my second time replacing it because when i replaced it before, im guessing that it failed again because i didnt put any grease inbetween the connections. And it overheated. I wasnt aware of this till now. My question is what is the difference between Heat Sink Grease and dielectric grease? What one should i use, if not both, and where should i put the grease? Under neath the module and on the prongs the coils sit on or what? Any info would help. Thank you in advance.