I had the EXACT same prob with Caesar3 on my Celeron 450 and CL TNT. Upping the voltage of the celeron 1 step fixed it. I think that prog caused it (all my 3d games ran fine) because the CPU will be working harder in that game than in something like Quake2 when your vid card is the bottleneck, and the CPU is not having to work as hard because it soo far ahead of the vid card. Since a game like Caesar3 is very CPU integer intensive with so much happening at any time, and it is not being bottlenecked by the vid card, and allowing full use of the CPU.
Like the other guys are saying, its not a sign of vid card overheating, its your Celeron that is not stable. Up the voltage to the next increment, and it should be fine.