Most video cards have a built in system to shut down if they overheat. I have never seen a video card fan unplug, i would not worry about it.
CPUID's hardware monitor will let you see the temps, but does not warn you. This app is fast and low on resource usage. Highly recommendedhttp://www.cpuid.com/hwmonitor.php
Speedfan will also read most video card temperatures.http://www.almico.com/speedfan.php
Rivatuner works on most ATI and Nvidia cards as well.http://www.guru3d.com/index.php?page=rivatuner