Certain laptops, for example the HP DV series, tend to run a little hot. Not a good thing, it's just a shortcoming in the design. With that said, as clacker points out, you might want to avoid processor- or graphics-intensive programs that are going to overheat your machine before you do damage to it.
Make sure your laptop is sitting on a smooth, rigid surface (not on your lap, not on a bed!), a cooling pad or platform might be a good idea. Be sure to use compressed air to blow all the dust out of the fan and heatsink. I have to blow mine out every month or so, usually I do so every other week.