Overclocking is where you change the timing on your processor, making it go faster than it should and was meant to go making it overheat because it wasn't built for it. People do it to make their PCs go faster without the proper equipment.
If it doesn't come with a Fan, you can either look for a nice box set with a Fan and thermal paste and the stuff you'll need so its easier, or you can buy a Fan - just look for Fans and buy one that it says with go with your processor. The model numbers are pretty easy - and generally a fan will work with a general bracket - like AMD Athlons, AMD 64s, Intel Pentium 4s... that sort of grouping.
A Knight is sworn to Honour. His heart knows only Virtue. His blade defends the helpless. His might upholds the Weak. His word speaks only truth. His wrath undoes the Wicked.