B737-300 EXPERIENCES WINDSHEAR ON TKOF FROM DEN.

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I'M NOT REALLY SURE WHY THIS EVENT OCCURRED. THERE WERE NO TSTMS ADVERTISED ON ATIS. WE BELIEVED THE PIREP GIVEN BY THE COMPANY PLTS WHO TOOK OFF 30 SECONDS BEFORE US. WE TAXIED OUT TO RWY 17R IN VFR CONDITIONS WITH NO PRECIP OR GUSTY WINDS ADVERTISED IN ATIS. ANOTHER AIRPLANE WAS JUST IN FRONT OF US. AFTER THEIR DEP; TWR INFORMED US OF POSSIBLE WINDSHEAR ALERT +20 KTS. AT THE SAME TIME THEY GAVE US POS AND HOLD. WE THEN PROCEEDED TO STOP OUR TAXI AND INFORM THEM THAT WE WERE GOING TO WAIT. THE TWR SUGGESTED THAT WE GET A PIREP. THE PRECEDING DEP RPTED THAT THEY HAD NOT ENCOUNTERED ANY WINDSHEAR AT ALL. PLUS OR MINUS. AT THIS TIME WE DECIDED TO CONTINUE TO POS AND HOLD THEN WE WERE CLRED FOR TKOF. WE HAD A NORMAL TKOF ROLL WITH NO EVIDENCE OF ANY ABNORMAL AIRSPD OR PERFORMANCE CHANGES. AT ABOUT 400 FT WE GOT A WINDSHEAR ALERT (THE GEAR WAS UP BUT FLAPS 1 DEG WAS STILL EXTENDED). WE PERFORMED THE WINDSHEAR ESCAPE MANEUVER BY PUSHING THE THROTTLES TO THE STOPS AND SAID; 'FOLLOW THE COMMAND BARS' WHICH WE WERE ALREADY DOING. WE HAD ABOUT A 30 KT INCREASE IN SPD FROM 160-190 KTS THEN A DECREASING SPD BACK TO 160 KTS. THEN ANOTHER INCREASE AGAIN TO ABOUT 180 KTS. AT THIS TIME WE WERE APPROX PASSING THROUGH 1000 FT WITH A VSI PEGGED; WE CONTINUED TO CLB TO 3000 FT AGL AND DETERMINED THAT WE WERE OUT OF THE WINDSHEAR; WE THEN CLEANED UP THE AIRPLANE AND CONTINUED TO CLB TO OUR ASSIGNED ALT. DURING THE TIME IN WHICH THE THROTTLES WERE PUSHED TO THE STOPS; THE L ENG RED TEMP LIGHT INDICATOR CAME ON FOR APPROX 5-10 SECONDS. THE RED TEMP INDICATOR LIGHT DID NOT COME ON INITIALLY WHEN I PUSHED THE THROTTLES TO THE STOPS BUT WAS DELAYED UNTIL SOMETIME IN OUR CLBOUT. WE CONTINUED TO CLB TO OUR CRUISE ALT AND MONITOR ENG INSTS WHICH SHOWED NORMAL INDICATIONS. WE INFORMED MAINT CTL OF THE SITUATION AND MADE A DECISION TO CONTINUE TO DEST.