The Pentium IIIs were the first CPUs that could consume enough power to cause heat problems if not throttled. OSes didn't yet anticipate that; they didn't yet have the concept of issuing halt instructions when there was no application work to do, they just let the CPU spin faster on a waiting-for-message loop. The OS makers soon recognized the need, and halting the CPU became built in to the OS by the time of either Windows 98 or 2000, so yeah, in the interim, tools like Rain were what you used.