Stress testing your CPU is a great way to ensure that your overclock is stable, check that your cooling is powerful enough, or run in some new heat paste that you've applied to your processor. But ...

It means your processor made a mistake in an operation. As Hinton says, this may or may not be heat related. If the processor is running within normal temperatures, then it is not heat related and you ...

...without being run in Windows? I have a bootable USB drive with the latest Hiren's on it, and I'll be running memtest86+ overnight to test my RAM, but I don't know of any program for stress testing ...