for overclocking your CPU, you would usually go into your BIOS.
on boot, it will say "press [some key] to enter setup"
press that key
then try and find CPU or FSB options.
to overclock your CPU, you can increase the FSB, or increase the multiplier.
your total CPU speed is a product of your FSB (the speed it talks to RAM) multiplied by the multiplier.
my (slow) CPU is a Pentium 3 933MHZ, it has a FSB of 133MHZ and a multiplier of 7
I've overclocked it now to 150MHZ FSB, now it is at 150x7=1050MHZ
I would recommend if you can, to actually lower the multiplier so you can raise the FSB more. most CPU's have a "locked" multiplier, meaning you can't change it. but if you can, it is often good to use it.