Motherboard model/bios details
Memory details (branded/unbranded, timings etc)
type of GFX card
for a start.
Imagine you walk into a garage and say I want to make my car go faster. They say tell me some details.
Your answer is the computer equivalent of "a red one"
familiar yourself with the process a little. Read a bit.
I suggest starting with
http://www.madshrimps.be/?action=howto
and have a look.
Also, Corsair did a tutorial recently on how to build a pc, then how to overclock it. That was also for the athlon 64 4200+ though.
For some info about the features in your bios, which invariably is where you do this overclocking, go to:
http://www.rojakpot.com/freebog.aspx
which should help you to understand what some of the features do.
Mike