If your system doesn't have a utility to monitor the CPU temperature then download this free utility called Speedfan (it also monitors fan speeds):
http://www.almico.com/sfdownload.php
You'll need to check what temperature range your CPU is supposed to work within, either from the manual or looking it up on the web. If it's still within the range you should be OK.
You can configure the utility with the range for your CPU, and leave the utility running in the system tray to alert you if the CPU hits a certain temperature. The more load you put on the CPU (running applications that do a lot of calculations) the hotter it will get, so best not do anything too taxing!
Depending on the CPU type, there's a quite a lot of difference between their normal operating range. For instance, laptop CPUs will generally run a lot hotter than
desktop ones.