I agree with Shadow for the following reason: Avoid overclocking utilities from within Windows because: You may apply settings that seem to be stable but they are not. Meanwhile you are using your PC normally... in the background the OS is going crazy corrupting files and in a matter of minutes or seconds you get the blue screen! You think oh, i will just reboot... bang, files corrupted, etc etc... no boot.
Overclocking through the BIOS is much safer for the reason that if an overclock is not well tolerated, the PC will simply refuse to switch on, or if it does, it will probably crash during Windows loading with a much smaller chance of corrupting vital files.
Keep in mind to always do a backup before overclocking if you have files that you need.