Ive never done it myself/nor needed to, but basically what it is without going into too much detail is making your cpu(processor) run slightly faster, it depends what processor you have as to whether or not its a piece of cake or slightly harder, and some cpu's dont overclock very well, where as some overclock nearly twice the speed it normally runs at.
If you want a more detailed description then look at this thread on this site, it tells you everything
http://www.tech-forums.net/pc/f10/ov...e-guide-20319/
Hope that helps