I recently wanted to check, if there was a problem with my CPU under heavy load, when running on Windows. For such purposes CPUSTRES.exe from the Sysinternals suite is very helpful.
CPUSTRES is a handy little tool to check your process for faults on heavy load. It comes with a simple GUI and allows you to instantly put heavy CPU load on your system.
CPUSTRES comes as a simple standalone program with a GUI and 4 threads to activate. You can also assign different intesities per thread. Task manager helps checking how much load is actually put on the CPU.