That is a good question. I think the thing to remember is that laptop CPUs can generate the exact same heat (given they are a full desktop CPU, as in the case of your P4), its just that the cooling systems are designed to specifically cool that system running at that speed to a certain temperature. And in many cases, a DTR notebook will use multiple fans, they just aren't designed like the one in your desktop. I'd imagine a Dell/Alienware DTR will have one HSF on the CPU, 1-2 fans on the bottom of the laptop, and maybe even another exhaust fan on the side/back. The other components are also going to be designed to draw less power than their desktop counterparts (GPU, HDD, etc etc), so those components will run cooler.
To help your system run cooler, maybe have the CPU adjust its freq dynamically when you're not using it heavily. i.e. Don't leave it on "High System Performance" or whatever the power scheme is called. If you change it to a "battery-saving" scheme, the clock freq will change based on load to save batt life/power, i.e. generate less heat. A number of people I've talked to tell me of good success with the cooling pads which have two or more circuilating fans and help dissipate heat from the surface of the laptop. I would recommend one of those if your system will stay put a majority of the time, to ensure the best heat dissipation possible. Something to keep in mind is that if you do leave your system on the desk a majority of the time is that heat damages batteries. If you leave your batt in the laptop while it is sittin' there all day/night, the heat will begin to effect it and your batt life will get even worse; not that it can get much worse w/a 3.4P4.
