Yah read some guides its not to hard to do. Just takes time and patience. Mess with the fsb, the multiplyer, voltages, memory timings. All of it is done in the bios.
MemTest is used to check your memory for errors and most people use Prime95 or Orthos to stress test cpu for stability. As far as learning to overclock there is a Announcement Thread at the top of the cpu and overclocking section by apj101 which will get you started . After you have read it then if you have more questions just come back and ask .