jimmysmitty :
Overclocking with the stock Intel cooler is never recommended. They are developed to handle the load of the CPU as they are set, not overclocked.
I highly suggest you invest in a decent cooler before trying to overclock the CPU and rick damaging something.
There's no need to upgrade the stock cooler unless a very high overclock (like 4.5 GHz) is attempted. I have mine on the stock cooler at 4.1 GHz. It never hits above 75c during a torture test, and never hits 70c during gaming.
As for overclocking instructions, first download Aida64 and CPU-Z. Next, raise the multiplier to 36. Open Aida64 and run the torture test. Have CPU Z open to keep an eye on voltages. Pay close attention to the temperature. The temperature is fine as long as it's under 80C. Have the torture test go for 1 hour.
If there are no blue screens or crashes, then you can increase the multiplier by 1. Repeat the stress test. Continue doing this until the computer crashes. If (and when) the computer crashes, then increase the voltage by 0.01 volts. Run the stress test to ensure stability. If the computer crashes, then raise the voltage again. Repeat until fully stable. Make sure to keep an eye on the temperatures because temperatures increase when voltages increase.
When you hit your target clock rate (you said 3.9 GHz) then run the stress test for 12 hours to make sure it's rock solid stable. If so, then you have successfully overclocked your Pentium by a respectable 700 MHz. If not, then increase the voltage again and rerun the stress test. Keep an eye on the temperatures.
I just overclocked my Pentium less than a month ago. Here's some advice on how to get good temps.
1. Buy Arctic Silver 5. It costs about $10 and it's much better than the crappy paste preapplied to the heatsink.
2. Set your CPU fan to an aggressive speed setting. Your motherboard should have a Performance setting or something like that. It helps keep temps down.
3. Have fun. You don't need to do it all in one go. Spread it out over a period of two weeks if that fits your schedule. The end result won't be any different.