Well, you will need to go into you motherboard's bios and up the FSB (fount side bus) then up the voltage for your CPU and NB (north bridge) and lower the ram's speed to keep the ram running at the right speed as upping you FSB will also overclock your ram.
Sounds hard right? Not really. I just make it sound hard.
Without knowing what motherboard you have we can't be of much help other then giving you a general idea of what to do.
If you can, let us know what motherboard, ram and cpu heat sink you have. Any other info about your system will be helpful too.
If it's a OEM system such as a Dell or HP then you will not be able to overclock most likely. You may be able to use a software tool such as setfsb but you probably will not even hit 3ghz.