What by chance were you playing?
Nothing at the time that I got the message. The system was just on while I was on the phone. Before that, it was a few games of Bust-A-Move '99 (aka Puzzle Bobble 3). But I would assume that the system doesn't have much to cool it off since Sony cut costs wherever it possibly could. Remember, this is the company that didn't include an AC adapter in its own retro game system.