Zegr, your settings look good. Once you have a better cooler, you are all set to raise the CPU voltage a bit, and start cranking up the CPU speed (CPU-Z calls it bus speed). Leaving the RAM where it is will allow you to increase the CPU speed quite a bit before the RAM is back up to 200 MHz (DDR400); and your RAM may allow you to run it at better than 200. The RAM I have in my 939 system isn't anything super special, but it is running fine at 220 MHz, and I've had it up to 230 with the voltage set to 2.7.
A PSU is a power supply unit, and a good one is essential to having a stable computer, especially if you are going to overclock. Most computers out there have ones that are, like stock CPU coolers, just adequate at totally stock speeds, and will begin to give you problems at just a little over stock speeds.
Those Ebay auctions are for the Ultra 120 Extreme, which is the better version with six heat pipes. The older one with only four is still a very good CPU heatsink, so keep an eye out for a good deal on one of those as well.