Adding on to what rolli59 said, you can almost guarantee the process will be safe by taking precautionary measures. For example, buy motherboards that are designed to handle the extra stress of Overclocking. The same goes for CPU coolers. Finally, never make large changes all at once. Change the core frequency and voltage only a little bit at a time, and get familiar with your hardware's max temperatures and voltage.
If you do it right, you'll have a nice, safe, stable overclock.