Here are some ideas:
Make sure you have enough memory. Using virtual memory generates heat from the hard disk drive.
To reduce memory and CPU to a minimum close all applications, close or suspend your anti-virus / internet security an then CTRL ALT DEL end task explorere.exe and then alt+tab to the game. You will not get any malware attack as long as your firewall is up.
Install diskeeper pro 30 day trial or similar to find out if your hard disk drive is generating too much heat. If so then make sure it is defragged and error checked. Consider purchasing a new hard disk drive if it shows as unhealthy and\or too hot.
If it's a desktop then consider leaving the lid off. If it's a tower consider leaving the side panel off. You could then sit a cooling block (the kind designed for picnics) on top of your hard disk drive but make sure it is not so cold that it causes condensation (minimum 4 Celsius).
Laptop specific
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Make sure the fan intake is clear so the laptop can breath.
Make sure the fan extraction point does not have a build up of warm air (hotspots can form around laptop air exhaust point).
Put a vacuum cleaner nozzle near your fan extraction point of a laptop but not too powerful.
Buy a laptop cooling pad. Make sure it is made of metal. Fans are not necessary if your room has air movement.