overclocking damages your cpu by running at higher speeds than factory recommended settings,..it gets so hot that it literally fries your chip if you don't have the cooling required to bring temps down,..plus its highly unstable and your mobo and ram has to be able to take the beating.
you can never compare an athlon with P4(except for maybe their price)...both are different in their own right...
google search for overclocking sites,..there are millions out there....and it also depends on your mobo...
its just like turning up the speed..its quite easy if you know how,..but its very dangerous,...both processors you mentioned need nt be overclocked..as they are currently the fastest chips
any pc will can have either an athlon or a pentium...but you're into OEM's....alienware,..sheesh,...hundreds of them.