yeah, there are lots of programs that do that.
Most motherboard manufacturers have their own programs, so if possible get the program from your mobo manufacturers website.
Then there are programs like everest which are supposed to work with all computers. But at least in my opinion everest isn't that good.
I'm sure someone will post which programs they use, or you can just find programs with google and see which you like.
Also, checking the temperature from bios is the best option. Though this way you can't constantly monitor it.
speedfan is great. not only can u moniter ur computer temps, u can control the speed of the fan ( hence the name). its really great to turn up the speed of the fan when playing games . keeps a nice cold computer.