There are different possible causes: Either your system is effectively using more power (more cpu activity) and it needs more cooling. A second option is that you miss a driver which disables the fan if it is not needed.
In the first case you will also drain your battery much faster so it is certainly worth looking at these tips:
1) some driver is not installed, often the graphics driver. In this case your cpu will take over. Since it is less efficient, than the graphics card it will use more power. You can check for binary drivers here:
In Ubuntu 10.04 and 9:10 this is found under System->Administration->Hardware Drivers.
Note:In Ubuntu 10:10 Hardware Drivers is now named Additional Drivers
2) There are program which wake your system up all the time disabling your cpu to go into power save mode. The best thing you can do is to try installing powertop.
sudo aptitude install powertop
If you run it as root it will give you different tips to save power. Try enabling them and see if your system runs cooler.
Some more related tips are here: https://help.ubuntu.com/community/PowerManagement/ReducedPower
3) Some programs cause a high cpu usage. Especially with flash I've noticed this. Does your fan still work loud if you have no programs running? Also try disabling/uninstalling programs which you don't need and which start automatically at boot. One notable program is
tracker which indexes your harddrive to make search faster. However if you don't use it, you should remove it (note that it is no longer installed by default, so it may not be a problem for you).