Well for starters, unless you have temperature headroom to spare, then you are going to need to look at some alternative cooling for the CPU. Whether it be a higher performance heatsink/fan, or a watercooling kit or even a watercooling setup, you need a way to combat the increase in temperature. Otherwise you risk causing long term harm to your hardware.
If your CPU is multiplier locked (which a lot are), then chances are it will be a whole lot more complicated because you will be dealing with things like the FSB frequency instead, which also deals with over-clocking other hardware simultaneously as well.
And... if you are running a OEM system, then chances are your BIOS isn't all that friendly to OC'ing. This is where telling us what your hardware specifications are, is so important. The PSU is also important as well, because without enough power to feed the CPU, it will just lead to further heat and potential damage.