To overclock a CPU, you change the Bus speed, and the Clock multiplier.
Depending on what mobo you have, which you hilarilously did not provide, this is done via dip switches, jumpers, or through the bios. Also depending on what mobo you are on, the only thing you might be able to change is your bus speed. For a higher bus speed to work, you might have to change your slot settings (PCI, AGP) or else your slots won't be able to cope with the bus speed. You also might need better ram to achieve this as well. Also depending on your heatsink you might not be able to take it far at all.