Firstly........Welcome To The Forums!!!
You definitely to get better cooling before you overclock at all. Stock heatsinks are junk, anyway. Look at the heatsink ratings on the home page for a good air cooling solution to get your addiction...er...overclocking started.
A good goal for an 1800xp is to get it at 1800mhz. If you don't unlock, then you can't raise your FSB very much. However, with pc2100 memory you'll be limited on your FSB anyway. The nice thing about unlocking your cpu is that you can drop your multiplier down way low and then raise your FSB as high as it can go, which would *probably* be limited by your memory. Once you find your max FSB, you can then adjust your CPU's multiplier to find out your max CPU speed.
Also, there are a lot of great threads on this board on how to overclock (some are stickys at the top) and also great articles on the home page.
Lastly, I don't know what kind of overclocking options your MOBO has, so I can't give you any info there.
So welcome to your new hobby and enjoy!
K1