^ are you overclocking?
- core 2 duo's can go up to 60C and a little higher. you don't need to worry about breaking it, because all intel chips from the old P6 family have a built in temp sensor that will halt the CPU if it gets too hot. but with a good cooler you should be able to manage around 40-50C easily.
- don't know specifically about the MSI 8600GTS--most SKU's vary their heatsinks as well as how much they factory-overclock. but the 8600 is less power-hungry than the 8800 chips, so any card with a fan will be okay.
- all motherboards tend to run around 35-40C, you'd be hard pressed to find one that runs hotter.
- as for the case, depends on the material. aluminum and steel and plastic have different melting points, so... plan accordingly? jk, the case itself doesn't contribute to the electronics so there is no "max temp".
for the most part you dont need to worry about general heat if you aren't overclocking. your computer will lose stability (ie: random reboots or lockups) before there's any damage to the hardware if heat becomes an issue.
however, if you are overclocking, you do need to keep an eye on the voltages. the cpu is fine because it'll automatically halt (like i said above), but the same doesn't apply to the northbridge or the ram (which also get very hot). if you're increasing the voltage to either of those, it's very important that you keep them cooled well.