The chips specs allow a maximum temperature of 105°C. Even after running stress tests for hours with a CPU temperature of around 100°C the computer wont crash. The GPU usually stays well below that anyway.
Besides, the fans are operated by hardware and thus run just the same on Windows as on OS X, at least on my late 2008 Unibody Macbook Pro. As far as I can tell they ramp up quite late and slowly after a longer Idle period. But after that they react quicker. This is to make the computer quiet and nothing to worry about.
If your fan is constantly running then try reseting the PRAM first. If your Macbook is constantly freezing then try to fix the graphic-card's performance level to some "low power 3D" state via Rivatuner.
Scroll down the following thread for a guide with pics how to do the latter.
http://discussions.apple.com/thread.jspa?threadID=1876027&tstart=15