It is normal for any electronic device such as a phone to heat up during use. Power intensive features which result in a bigger power drain on the battery will also generate more heat in the phone and battery.
However, if you are concerned that your battery or phone is heating excessively or the battery is bulging, then you should have it checked out by your nearest Nokia Care Point.
You can find your nearest Nokia Care Point at:
For UK
http://www.nokia.co.uk/A4228006For Europe:
http://europe.nokia.com/A4388379For Asia-Pacific
http://www.nokia-asia.com/A4416070Elsewhere:
http://www.nokia.com select your country, go to the support section, then select repair.