Your not running Windows 7 on your new Mac Book Pro are you? looking at your Signature leads me to this question, that might be your problem, power management for Windows or OSX or dodgy CPU fan causing overheating? but surely not on a new machine though, and yes heat will build up with the lid down which leads me back to incorrect power management settings, Such as "When lid closed Turn Off Screen" "turn off hard discs" "Turn off backlit keys"
"Lower CPU Speed" these are the kinds of things I would be looking for in your Power Settings in Control Panel in Windows or Settings in OSX, I consider Windows to be a Virus, it's a lot better since XP but it's still endless updates and security issues and very little creativity IMO, I've been infected with it since Windows 3.1 :/
What worries me more is if your warranty becomes invalid for a new one if your running windows and not OSX.