Before getting too involved, double check the serpentine belt routing. On some engines it's possible to route the belt the wrong way around the water pump pulley causing it to spin backwards. This shouldn't apply, but in some cases, a plugged heater core will result in the thermostat not opening.
No engine will overheat in less than a few miles when started from cold. True overheating will be accompanied by steam / hot coolant in the overflow reservoir. If it appears to be overheating that quickly, suspect a leaking head gasket. Combustion gases can cause an air pocket by the thermostat. Thermostats will not open in response to hot air. They must be hit with hot liquid.
As a last resort, remove the thermostat, then watch for coolant flow through the radiator. You might be able to prop the thermostat open by just removing the upper hose from the thermostat housing.
Friday, March 12th, 2010 AT 4:50 PM