I'm started playing some games in Windows on my iMac early '10, and i've noticed that the fans are running on max all the time and the frame gets really hot. Should I be concerned about this?
The alu unibody is designed as a heatsink, the top of it will get hot when using the CPU and GPU to that extent. The fans spin up to compensate for it. You most likely aren't having any heat issues.
U should still post your temps, I highly recommend something called iStat, it watches a lot of your important system stats(Temp, fan speed, disk/mem/CPU load).