Compost piles do need some heat to funciton properly.  For compost piles in cold weather states, the compost piles will go dormant in the winter.  However, a compost pile temperature between 120-160 is reported to be optimal, so if you are not acheiving these temperatures you could consider heating it.  However, maintaining the proper carbon/nitrogen mix may do more to attain optimal composting rather than just heating your pile.