If you use the manufacturer specified cooling system (usually the one shipped with the CPU, to make sure you don't use something worse), you would probably stil hit this. Disabling or slowing down cores is now something CPU manufacturers do as part of the normal run of the CPU (in the early days it was only a security feature to avoid hardware damage).
In a marketing twist, Intel calls it "Turbo Boost". When there is a single core used by the OS, they can make it run very fast (past the 3GHz mark). But when there are multiple cores running, they generate too much heat, so they slow down the frequency to compensate.
So, the CPU won't overheat, but it will adjust its own speed and/or stop cores to stay inside the allowed temperature range.