I went into the BIOS & disabled 'Intel Turbo Boost'. Now my machine runs 10-15 degrees cooler. 

I set up an Alienware thermal profile called 'Extra Cool' & set both fans to 100%. I changed the game profiles of my favorite games to use this new thermal profile when running.

Do NOT use a fan assisted cooling pad underneath the laptop. I managed to wreck the CPU fan doing this & had to replace it.

Even with the above changes I cannot game for more that 10-15 minutes when the sun is shining before I get the blue screen of death (thermal overload).