There is always risk in overclocking. Heat related issues, mostly. Be sure to do some research on OCing and make sure your computer components (especially the CPU) are adequately cooled.
those warnings are legal disclaimers. if something happens they are not responsible legally. standard stuff.
there is no risk if you increase the settings slowly.once you start locking up or get system errors back down. it is safe to use your retail heatsink to moderately overclock the xp2500. a safe overclock setting to start is:
-CPU external frequency (CPU physical FSB): 200Mhz (this is 400Mhz effective FSB
-frequency multiple (multiplier): 10 or 10.5
your result is an equivalent xp2800 or xp3000 respectively of each multiplier (10 or 10.5)