Phones will always build up heat when they're in use for long periods of time... Especially if you were holding it for the entire time (as opposed to having it on speaker phone or using a headset)
It's not unbearably hot is it?
If you're worried about the temperature, I'd pop it in to your nearest
Nokia Service Centre and ask if they can check it out.
Nokia History: 3110, 5110, 7110, 7110, 3510i, 6210, 6310i, 5210, 6100, 6610, 7250, 7250i, 6650, 6230, 6230i, 6260, N70, N70, 5300, N95, N95, E71, E72
Current Phone: HTC Sensation - Android 2.3