welcome to the forum
this does hurt your MB, you should have done some reserch when you build a pc. however, cpus are not running at tdp all the time, 125w is the peak consumption which will only burst out under extremely heavy load. MBs are not stupid, when the power exceeds, it may auto shut down to protect your computer, but IT STILL HURTS YOUR MB, if you are able to reture it, reture it. if not, as long as it works fine, nothing need to be worried about.