Personally if you have to ask "how do I do it?" then you shouldnt BE doing it. Atleast not until you have thoroughly researched it. You need atleast a decent understanding of what does what hardware and settings-wise before you attempt it. As has been said, you can do some serious damage if you dont know your stuff before you try something. Keywords to look up you may find interesting- Vcore, multiplier, fsb, lapping, cpu-z, speedfan :P
Feel free to add to the list ppl...