Eh, I didn't feel like writing much, so I found a site that gives a pretty good basic description of the process:
http://cahtech.beigetower.org/howto/overclocking.php
Basically, what you want to do is go into your BIOS and look for a system settings screen that includes multiplier, FSB, memory speeds, or things of that nature. Then make them higher than they are.
Just make sure things don't get too hot in there while you're doing so. That is all.