Answer
This question was answered on February 13, 2006.
Much of the information contained herein may have changed since posting.
The best step to take first is to check your motherboard's manufacturer website to see if they have their own monitoring utility. Check your system's documentation or your screen during the computer's startup phase for any info identifying the make and model of the motherboard. Motherboards contain a sensor chip which gives detailed info on it's condition, including the current temperature of the processor.
If for any reason the first option is not possible, a good free utility with a wide range of compatibility with many motherboards is Motherboard Monitor. The current version number is 5.3.7.0. You can download it from many sites on the Web. Simply search for it through Google, or whichever search engine you prefer.
AMD processors tend to operate at very high temperatures. Check AMD's website for the optimal operating temperature of your particular processor. If you determine that yours is overheating, look into installing a better cooling unit.