In most cases with Intel it would be just about bumping up FSB and looking out for temperatures and RAM frequency. If your RAM is DDR2-800 it can usually go up to 900Mhz with stock voltage (which for RAM should never go over 2.0-2.1v in most cases). Then if you want to get over 3.2Ghz with E8400 you will need to give it little more voltage (like +0.05 or so, don't add too much if you are first timer). Check temps all the time.
I have got my E8500 to 4.3Ghz with 1.35v and OCZ Vanquisher cooler. Did not change anything other than FSB and some voltages, switched RAM to lower ratio to keep it in bay.
I AM NOT RESPONSIBLE FOR ANY DAMAGES TO YOUR HARDWARE. OVERCLOCK AT YOUR OWN RISK, WHEN IT WILL START SMOKING - UNPLUG THE POWER.