Prime95 writes some temporary files to the same location as the Prime95 executable. This done by dropping the CPU usage to lower rates so that the System process thread can make the write to HDD in peace. It's perfectly normal, don't worry about it.
I ran it on my Palomino 2000+ @stock speed for about 30 minutes.
Temps on the CPU surged from 42°C to 50°C for the 1024K period and decreased to 49°C in the 8K period.
Temps on the Northbridge rose from 31°C to 35°C for the 1024K period and decreased to 33°C in the 8K.
My computer has survived every torture test I have ever ran. I like my old EPoX 8KTA3Pro. It's rock-solid.
