Hmm...I am not really sure but I think that OC'ing these is a bit more difficult because the FSB is already at the max supported (200Mhz). Hence you are running at 200Mhz x 9 Multi = 1800Mhz. I am not aware of Socket A mobos but I believe that they only support 200Mhz and over that I am afraid you OC the PCI/AGP buses.
i used to have this processor and managed to get it to run at 2.4 ghz on stock cooling. i would imagine this is easily attainable for you with a little tweaking of voltage. if you have good ram you wont need to run a divider too
the stock cooling is the heatsink and fan that came with the processor.
i would imagine that you could do it with your overclocking program but you will have much better results with your bios, even though it might take a little longer.
i feel that you might not be able to attain an overclock in your overclocking probram than would be as good as the bios
well, heat will cause the system to crash through instability, over very long periods of time a combination of heat and raised voltages will reduce the life span of the processor.
when i used to run my sempron overclocked it never got that hot (probably a max of around 50 - 55 degrees). you will have to raise the voltage a little but nothing dramatic.
unless you seriously go wrong with it (like a stupidly high voltage you'll be fine)
use a piece of software that monitors your temperatures (i use uguru cos that came with my motherboard and was designed specificly for it).
just take it easy, no big jumps in speed and voltage and you'll be fine.
also, you gotta remember to keep the HTT (or LDT as its sometimes called) to as close to 800 or 1000 mhz (depending on your chipset) as possible. this is an area often overlooked and a cause for instability
its your external bus speed on the processor. HTT means hyper transport.
be sure to stress your system after a few increments in speed so that you can check your load temps