Hmm, well what I did didn't end up fixing it. So... I'll try cleaning the heat sink.
I could even try just putting on the cooler that came with the CPU, but it didn't come with any thermal paste (like the one I bought), not sure if it needs it but I have no thermal paste.
Hmm...
Edit: Here's the nVidia monitor while playing FFXI in Windower 3.3 with DrawDistance set to 15 and background texture resolution set to 2048x2048. The CPU is at 50% in whitegate but something like 17% in most other areas.
Edit:
Just crashed, went into the Bios straight away and CPU was at 35C. So I don't think that's it... Hmm...