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While some overclocking can be done from within Windows (some motherboard makers provide an app, while NVIDIA's own nTune's your man if you have a nForce board. Systool, from techpowerup.com/ systool, may do the trick if you're still running Windows XP) most likely you'll be doing this from the BIOS.

Lingo varies hugely from BIOS to BIOS, so you'll need to have a scour for the screen dealing with CPUs and FSBs. It could be called 'Advanced' or possibly 'CPU settings'. On our test computer it's described as 'jumper-free configuration'. Motherboard makers really don't make this easy.
 
If you're running an unlocked chip such as the Intel Extreme Edition or AMD Phenom Black, you'll be able to alter the option called 'multiplier.' This will raise the clock speed and nothing else in the system. You'll see another figure called 'External clock', 'Front side bus' or 'FSB'. The CPU's speed is this multiplied by the, you guessed it, multiplier. More likely, however, you’ll be tweaking the FSB. Bump it up by 10MHz increments, rebooting each time until you hit the point where Windows refuses to load. When that happens, you'll need to use the CMOS reset. This is either a small button or a moveable jumper that restores the BIOS to default settings. You'll need to refer to the motherboard manual to locate it.

Next re-overclock the bus to the highest speed you've proved works. To go higher than that, you'll need to tweak the volts, or vCore. This needs to be done by the tiniest amount possible, and you should know what others have established is a safe voltage for your processor. You may also need to lower RAM clock speed to stop the raised FSB from making your memory fall over.