Check if your fans are running. All of them. Just to give you a checklist:
Check all fans on the casing.
Check the fan on the CPU heatsink (it should be on a huge aluminium/copper block).
Check the fan on the graphics card (if there's one).
Check the fan in the power supply (just see if its running/blowing hot air out at the back).
That should cover it.
While you're at it, you might want to clean them too, just give them a shot from an air can if you have one available. Also, check the heatsinks for dust. Dust traps heat well, which is not good. Again, use that airspray. Do not use a vacuum cleaner or electric blower of sorts. An air can is the best, although you may use dry tissue paper/cloth and wipe it.
If they are running, check the ambient temperature. If its high, then you'll have to do something about your ambient temperature (add an air conditioning system to your room?). Chances are that your room temp should be fine.
Another problem might be the airflow within the casing itself: not enough hot air is going out of the casing, and not enough cold air going in. You'll need to add more fans if this were the case.
You might not have installed the heatsink on the CPU properly. You probably would need to reinstall the heatsink if thats the problem. Use Arctic Silver 5. Its the best out there, even compared to other Silver pastes.