Core Temp
If you want to check the temperature of your CPU outside of the BIOS you will need a temperature probe or Core Temp. Well there are actually several software options, but I prefer Core Temp because it is the most compatible (even working on my old FX-51) and seems to have the most accurate guesses about Tj.Max (the rarely disclosed max temp processors report against).
Update: Be sure to download the standalone version! The normal installer uses the InstallIQ software, which is so well known as being used for adware that NOD32 will flag the file.