Overclocking is not a subject that is good to discuss in Tek Tips. The issue is in the fact that nothing is guaranteed, and if ever you smoke your PC or one of its components, no one here is going to shoulder the blame or pay for your dead component. Also, there are many overclocking sites out there that Google will help you find in a jiffy.
That said, I won't be going on a limb if I say that, generally, overclocking options are located in the BIOS, depend on just how much your motherboard was made to authorize them, and you should change them with great precaution, increment by increment, not big jumps at a time.
Also, bear in mind that overclocking always implies more current, therefor more heat. You WILL need to purchase better cooling elements for your adventure to be worth it without killing your components.
Finally, overclocking shortens the life of your components, so will be buying new ones sooner than you thought you would. Given that you have a P3, a very good overclock would be to simply go out and buy an Athlon 64 with the corresponding motherboard and RAM. Not so expensive these days, you could refurbish your whole PC for less than $400 and get an entirely new computing experience.
Good luck whatever you choose !
Pascal.