First you start with sufficient cooling and power.
A case without good airflow and/or bad heatsinks wont be the safest thing to overclock on.
Same with a bad power supply, but then again, a bad power supply in any case isnt a good thing.
Once those all are checked, most motherboards allow you to easily adjust your clockspeeds through the BIOS, and some come with programs that allow you to easily overclock within windows.
Intel 2500k @ 4.5 GHz | Sapphire 6870 1GB | 8GB DDR31600 | Gigabyte Z68A-D3H-B3 | 640 GB WD Caviar Black | 500GB WD something | ASUS Xonar DS | Logitech Z-5300e | Logitech G500 | Some cheapo Logitech keyboard | Samsung SyncMaster 2243BWX 22' Widescreen
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