overclocking doesn\'t just effect the CPU though. to overclock a CPU you have to alter multiplies and/or voltage levels. this effects both the front side bus (FSB) and memory speeds. it all depends on the CPU, motherboard and RAM you have in the machine whether or not overclocking is successful. by altering the settings sometimes data transfer around the motherboard and in the memory can not synchronise and you get crashes. if ANY of the hardware in your system is a cheap brand then i wouldn\'t risk overclocking at all, most cheap brands tend to be already running at their limits already whereas the better known brands tend to make allowances for room to overclock.
graphics cards can also be overclocked by altering the memory speed and voltages on the card. there are software driver tweaks which allow you to do this, some even have an automatic setting where it tests various settings to find an optimal overclock setting for your grpahics card. this is a great feature as you can get a fairly sizeable performance boost from your graphics card and IF anythign goes wrong and the card dies then its much cheaper to replace than a whole new CPU/motherboard/RAM (a badly overclocked CPU can fry all three, basically your whole system).
Intel CPUs have always had much much better thermal protection built in to shut down or slow down the CPU within microseconds of them starting to overheat and thus saving the CPU from frying. Earlier Athlon and previous AMD CPUs only had 1 second reaction times with their thermal protection and that is far too slow to protect the CPU. When a CPU overheats it can reach temperatures of well over 300^C and the motherboard can actually cathc fire (I\'ve seen video footage of this happening in a test lab where they were stress/load testing Intel/AMD chipsets).
Also a small percentage speed increase can generate an exponential amount of heat, so you MUST have good ventilation for your system, not have the machine in a hot room, and most of the time the heatsink & fan that your CPU was supplied with won\'t be enough to cope with overclocking much and you\'ll need something better.
As the other posters said though, if you don\'t know what it is don\'t touch overclocking at all, you can easily lose your hardware and if the machine catches on fire when you\'re not around well...
Instead first look for graphics card tweakers that will overclock your graphics card as that is a relatively safer alternative and since better games performance is what most overclockers are after its the best place to start. Plus software overclocking is a lot easier to fix.
When you are overclocking you should have something like 3DMark installed and maybe some VERY VERY graphics intensive games installed too (Morrowind I have found to be best for this, better than Far Cry at least). Once you overclock run 3DMark and your most graphics intensive games (put them on their highest quality settings) and WATCH THE SCREEN CLOSELY...look for little flickers or bad pixels in the display or other graphics glitches as these manifest first when the graphics card memory is working beyond its stable limit. Then adjust the overlocking settings back down a bit and repeat the process until the display in these games is always perfect...it is a tedious and time consuming process and you must watch the screen carefully the whole time but its the best way to make sure you do\'t fry your graphics card. Always when overclocking start with the smallest setting increase and work upwards, testing thoroughly at each stage and rebooting the machine to make sure the system is stable.
Overclocking can be good when you know what you\'re doing but when you don\'t its easy to get it wrong and often once its gone wrong you kill hardware and the only way to fix it is to replace it. Optimising your system is best with tweaking software, then maybe overclocking your graphics card a bit with software/driver tweaks...don\'t touch CPU overclocking unless you really know what your doing and your hardware is well ventilated in a cool environment (jsut having lots of fans doesn\'t mean its well ventilated either...read up on fluid dynamics and you\'ll see its very easy to create short circuits in the ventilation that lead to hot spots inside your case).
