When you plug in the Cinema, I'm pretty sure the Radeon discrete GPU will be called to service, and hence increase the heatload on the Mac. I know mine does when I plug in an HDMI display of far less resolution. Add the load on the CPU from any errant Flash or Java snippet in the web, and you have a toasty Mac. Since it is inevitable, you'll need to take steps that enhance its cooling capabilities, like getting some sort of laptop stand that permits better ventilation underneath.
As for the sound of the fans, if it seems unusually loud or accompanied by screeching or any sort of scraping, they may be dusty and not working at full capacity. If you're adventurous and handy with tools, can try taking the bottom pan off and blowing the innards clean with a can of compressed air, concentrating on the fans. Else take it to the Store and complain of loud fan noise.
For the adventurous, here's how to take apart and put back together: http://www.ifixit.com/Device/MacBook_Pro_15%22_Uni_Late_2011
The measly few mm afforded by its tiny feet aren't enough to ensure sufficent airflow. There are a number of stands that give greater separation. Heck you can opt for some that even have fans in them to move yet more air, but I've never required that much. I have a pair of RoadTools CoolPads that have proven sufficent in even the most extreme cases. See here: http://eshop.macsales.com/item/Road%20Tools/RTCP
In a pinch I've even used a pair of water bottle caps under the rear feet to lift up the arse end of the Mac and get the air movin'