I've noticed lots of questions as of late pertaining to the whole concept of burning in. How to do it, is it needed, is it a myth? Well, it's not. It is something that all overclockers should do with their machine pre overclocking. Here is a nice guide by Sentenial over at Overclockers Forum:
http://www.ocforums.com/showthread.php?p=3643039
http://www.ocforums.com/showthread.php?p=3643039