  Using the low energy effective action of the N=2 supersymmetric SU(2)
Yang-Mills theory we calculate the free energy at finite temperature, both in
the semiclassical region and in the dual monopole/dyon theory. In all regions
the free energy depends on both the temperature T and the appropriate moduli
parameter, and is thus minimized only for specific values of the moduli
parameter, in contrast to the T=0 case where the energy vanishes all over the
moduli space. Within the validity of perturbation theory, we find that the
finite temperature Yang-Mills theory is stable only at definite points in the
moduli space, i.e. for a specific value of the monopole/dyon mass or when the
scalar field expectation value goes to infinity.
