That seems pretty good to me, actually, with the stock cooler. Pentium D's are known to run very hot compared to other processors, even at idle. I would watch out if the temps get over 60C like Chapstick stated.
Over at Newegg's customer reviews of the 945, most people it seems are getting similar temps - check it out here.
If you want to lower your temps, however, you could try an aftermarket cooler. Stock coolers are almost always very basic and not very effective - Especially when overclocking!
Take a look at the Zalman CNPS 9500 or 9700, the Thermalright Ultra-120 or Ultra 120-Extreme, Sunbeam Tuniq Tower, or the Scythe Infinity. All great coolers that can be found at Newegg.com, Frozencpu.com, Petra's Tech Shop, and a variety of other stores.