CPU alert only if its high for a certain time

Are you talking about a duration of time or a time of day?

If you're talking about a duration, take a look at alert interval. It's a setting that's global for the entire datasource, not device specific. However, you can clone the DS and change the applies to so that you have multiple copies of the DS monitoring different sets of servers with different trigger intervals.

If you're talking about time of day, you can add a threshold definition to any group that covers only a specific time of day. Click on the group, go to the alert tuning tab, find the DS and datapoint and click the edit button. Click the plus sign and change the "All Day" drop down to time specific time of day you're looking for.