This needs to be set In OM Server Administrator - System - Shutdown tab,  select Warning. It didn't work at first because I had SA 6.5 and encountered an "error on page" when trying to set it to Warning.  Coming back to the page I noticed it had reset itself to Disabled. When I downgraded SA to 5.5 the setting stuck and the threshold that I set (5 C less than the current temp) triggered the server to shut down!
How do we setup and test a temperature alert setting?   We want servers to shut down when they reach a critical temp.  In OM Server Administrator - System - Shutdown tab, Failure (or Warning) is selected.   Or should we go to System - Main System Chassis - Alert Management tab - Alert Actions - select Execute application and add the path to a shutdown script (such as shutdown /t 005)?  I'm unsure why there seems to be redundant places to set this up.
How to setup and test a temperature alert