Sanity Check - CPU Temps on new build

I'm this close )( to sending you all a thank you note for advising me and others on builds, but have one last (I hope) question.

We just finished our first build. We used an Intel Dual Core E8500 3.18GHz in an ASUS mob.
We used the stock CPU fan and have no plans to overclock.

I launched the ASUS "Probe II" sw to keep an eye on temperatures and every time the CPU goes over 45C the Probe SW issues an alarm (with flashing red and an air raid sounding alarm). Scared me.

But a little research tells me I can change the alarm threshold and am thinking it I should set the CPU alarm threshold for roughly 65C. Does that seem right?

Thanks in advance.

Thanks. I'll look into the 3rd party coolers. I know there are several - any recommendations? (Or ones to avoid?)

The idle temperature was somewhere around 36-38C.
Still, my underlying question is at what temperature should I really start to be concerned about overheating?
45C seems too low but that was the default in the ASUS Probe software.

I have an e8500 also, I get wildly different temp results based on what app I use to check it.

e.g. XPC tools (the motherboard manufacturers software app.) shows 19 C at idle (system 26 C)
Real Temp shows about 42
Core Temp shows about 47

Real Temp and Core Temp went up a bit (about 3 degrees) after I installed a video card.

When I push the system it doesn't seem to go up too much, I think the max I've seem with Core Temp is 56.