The power going through these cables is very low and should not in itself cause any overheating - after all it is only a signal to be amplified by another piece of equipment.
One thing I would be concerned about is why you are using the headphone output to the input on the Hi Fi. The correct wire up should be line out (1 volt) to the input - both fairly high impedance. Headphone outputs are low impedance to be able supply sufficient power (even so, it is very low power).
Having said all that, I think you should have it checked out. I remember when I was a student a friend had a very expensive audio system with live mains (240 volt) on the line out wires. It was current limited but it did give a bit of a surprise if it was touched.