Well, when I got my first CPU, there was a bad sector in it, so it used to heat up like a toaster, even with a Heatsink. The highest temp that I recorded was 73C... CPU worked fine when I reduced the voltages a bit. Still ran hot, so i took it back and had it replaced. As for the Auto shutdown, I don't know. It doesn't say anywhere in my manual, and I checked
http://www.asus.com and there isn't anything listed there either. Leads me to somewhat beleive that it doesn't have the feature built in. I know for a fact that the Probe will warn you when your CPU is overheating. You can set the warning levels manually in the monitoring config. I'll reset my warning level and see what happens, then I'll let you know. I do know that once the CPU starts overheating it gets unstable and you get freezes or "the blue screens of death".
I'll let you know what I can figure out for you....