Basicly, to overclock, you go in to bios, and find the FSB setting. You'll want to make sure your RAM isn't the limiter and being overclocked beyond it's capabilities, so you'll want to use a divider. It will say something to the effect of 333mhz or 166mhz, or 5:4(all these are the same thing, but what it's refered to as varries from motherboard to motherboard). You also don't want to overclock the PCI/AGP bus, there should be a setting for that as well, it may say fixed, or you will want to set it to 33.33mhz/66.66mhz. They may even be listed seperatly.
Your CPU speed is a multiplier of the FSB. At stock speeds, your CPU runs at 200x16. So if you wanted to run at 3.6ghz, you would increase the FSB to 225mhz. 225x16=3600mhz. You may also need to incrase the Vcore a bit as well, but don't do it unless it's neccesary, and I wouldn't go past 1.525v at the most. But with air cooling, I doubt you could keep from throttling if that much voltage becomes neccessary.
You need to make sure you keep your temperatures under contol as well, as P4's will throttle, and drasticly decrease performance when they do. At normal speeds, throttling kicks in at 72c. With higher voltage and clock speed, it kicks in sooner.
Hope I didn't throw too much at you at once. Have fun! Be sure to run dual prime95, and/or S&M to test your overclock for stability.