I am worried that my CPU is overheating when running at maximum capacity.

I have not overclocked the machine. The machine often powers down after a couple of minutes of max CPU usage.

I get the following events in the Event Log after the crash:

Log Name:      System
Source:        Microsoft-Windows-Kernel-Power
Date:          11/10/2013 12:05:40
Event ID:      41
Task Category: (63)
Level:         Critical
Keywords:      (2)
User:          SYSTEM
Computer:      home-pc
Description:
    The system has rebooted without cleanly shutting down first. This error could be caused if the system stopped responding, crashed, or lost power unexpectedly.

What can I do to confirm this or further narrow down this issue? Due to the sudden nature of the crash, no MEMORY.DMP is created I believe.

I am happy to post any extra information that is needed.