SpeedFan's the standard-issue program out there, but it isn't the best (since there's no standard interface for mobo HW gauging so it has to guess)
The best software is the one from your motherboard MFG, in this case Intel. But Intel doesn't build HW monitoring into all of its products, I've only really seen it from the smaller MFGs (Asus, Abit, etc) who appeal to overclockers and the like.
But it might not be overheating, the chips on mobos are more resiliant to heat than the CPU, for instance. And if a CPU is overheating dangerously then your system would shut down immediately anyway.
There's a quirk on some motherboards where some components make odd noises when certain operations are carried out, for instance my motherboard emits a screetching-like sound during the mission planner for MechCommander Gold, but nowhere else.