Since you changed mother boards several times, and therefore reassembled things multiple times, several things could have happened. Are you sure the CPU cooler is mounted correctly and has fresh thermal compound that was applied correctly? Getting a warning during boot is a symptom of incorrect CPU cooler mounting, that is what would happen if a cooler was not installed, or if it's fan is not running. Is the CPU cooler's fan connected to the correct fan header on the mobo? Did you set any fan speed control settings correctly in the BIOS or with software?
It's all to easy to make a mistake when changing mother boards, you may get sick of working on it, and get tired or distracted, and stuff happens. I would triple check the CPU cooler mounting, what kind are you using? I would also check the four or eight pin CPU power cable running to the mobo, is a PCI-E video card cable plugged in there instead, I've heard of that happening, the polarity of the pins in the connectors are different.
Did you clear/reset the CMOS/BIOS? You might have a bad voltage setting for the CPU that is causing the problem. Or you are getting a warning for no reason due to a glitch in the sensor and/or BIOS data registers.
What is the CPU temperature after it boots? You said it runs fine, meaning you leave it on and can use it?