First off could you tell us a little bit about your system such as
1) what motherboard (mobo) do you have ?
2) what memory you have ?
3) what power PSU ?
4) what heatsink / fan (HSF) you have ?
Overclocking is not a known quantity and not all parts are created equal and as such nobody can tell you what to do to you system, you need to learn the techniques and attempt these things for yourself.. and ask specific questions... the more information you provide the more help you will obtain.
The Durons started out on a 100 mhz FSB, for example the 800 mhz Duron would have a system multiplier of 8 which was multiplied by the FSB 100 mhz to give 8 x 100 = 800 mhz.. The most common thing that people do is increase the FSB to 133 mhz as this does not require unlocking the processor, however if you are also running low quality memory rated at 100 mhz SDRAM this will probably flake out and become unstable.. not all mobo chipsets can reach high bus speeds either the Via KT133 generally flakes out around 115 mhz FSB.
As you increase the speed of the FSB and Processor the system requires more power (voltages are ajusted through the bios in most cases) which is why the PSU power rating can be important.. As you run more power this in turn produces more heat which means that the quality of your Heatsink / Fan is very important and you generally need to think about case cooling.
As stated previously please tell us more about your system, as much as you can.
Other great advice is read your motherboard manual and the beginners articles on the front of Overclockers.com
As a matter of Interest the Durons overclock quite well, I myself used to run a 800 mhz Duron which eventually got to 1100 mhz and a Overclockers.com senior member called Bender got a Duron 600 mhz all the way to 1200 mhz