Not to be a dick or anything, but the best way to learn about a complex process such as overclocking is to read about it online. First, read the wiki article: http://en.wikipedia.org/wiki/Overclocking
If you want to tackle overclocking on your own, you will probably need a self built computer with an "overclocker's" mobo and at least a Core XX CPU. I find overclocking on Intel processors a bit more simple.
Once you have those things, simply google "overclocking a [insert your cpu here]", and read the multitude of guides that will surely pop up. Then read some more. After you do all of that, come back here and give us your components. I am sure that there are many of us that are very proficient overclockers that will help you get the max out of your CPU.
Also, keep in mind that even though the chances are low, it is
possible to ruin your CPU or even your motherboard through an over eager overclock. Please, for god's sake, do not overclock on your only computer.