Before you start with overclocking, do the following.
1) Download and install hardware monitor and Prime95.
2) Run hardware monitor, and look at your CPU and motherboard temperature, and write them down.
3) Run Prime95 for at least 10 minutes, and look at the same temperatures that you just looked at and write them down.
This will give you an indication of how much your temperature currently increases at stock speeds. Depending on that, you can decide (with our help if you wish) if there's still room for overclocking.
I also have an X3 710. Overclocking didn't go well at all with stock cooling, but I was able to unlock the 4th core.