If the CPU shuts down abruptly for thermal reasons, you should get a report when you reboot. Thermal throttling would be more likely, where the clock rate is reduced to avoid overheating. More likely, your application has a threading error. Applying Windows 98 emulation by the compatibility tab method would force all threads to run on the same logical processor, "fixing" this type of threading error.
Listen I have a pentium 4 cpu running at 3200 mhz. I have apllied all the components in the right way. But there is a problem i think. My cpu is running almost from the beginning with the temperature of 52 * C. Then it goes up to about 62-64 when I play a game at high let's say. I was wondering if this is a normal temperature of if not what could be the problem :-? . Could the thermal grease not be enough ? If you have any suggestions please mail me at firstname.lastname@example.org