When you updated your desktop to KDE 4.5.2 relase 5, the CPU power control was removed from KDE. In order to have some control, start YaST / Software Management and then search for power or yast. There is a yast-power module that is not loaded by default. Find and install this program. The settings in this program are very stark. Select the power saving mode and your temp should go down as the CPU speed slows down. Of course, you did not specify what your program was doing and graphics based programs will generate more heat. I also suggest that all laptops should sit on a laptop cooler pad when being used at a desk, if there is no docking station, to help with that cooling as well.
My problem is always in high temperatures when Windows was between 35° and 40°
So jamp_yo, did you or did you not go and add the yast-power module to YaST and then run the module and elect to use the Powersaving option? Based on your answer it appears you did nothing or tried nothing different. It is hard to say if the temp will be as low as Windows, but you elected to upgrade to KDE 4.5 on your own and in KDE 4.5 you need to load the yast-power module in order to place your CPU in its lowest power usage which directly relates to the amount of heat put out by your laptop. When you ask for advise you have got to take it or explain why it will not work for you.