It runs at 3.9mhz constantly? Download cpu-z and tell us what that says your core speed is at.
1) Turbo Mode - this is just a setting. The PC won't go that high unless it needs to.
2) CPU-Z: this should show the changing frequency and voltage for your CPU provided you're at typical CPU settings for power managment (which you should be)
*My i7-3770K toggles between about 1500MHz and 4000MHz as I'm writing this, and the "CPU voltage" is toggling as well.
(CPU-Z doesn't show everything that Intel offers but if you see the frequency change then Speedstep is enabled which reduces heat output a lot.)
3) Typical setup in BIOS:
Click "XMP", verify CPU is at, or above Turbo for that CPU. The DDR3 memory should be at recommended frequency usually (such as 1866MHz if that's what it's rated for).
I only do this after the PC has run a few weeks and Memtest passes however there are two methods:
a) "quick" overclock such as "XMP" or manually changing the CPU multiplier. This method will keep the Intel Power Management to dynamically change various settings for optimal power (thus reduced fan noise).
b) Advanced overclock: Depending on the method (many things can be changed such as CPU voltage etc.) you can disable settings such as the ability to dynamically adjust frequency so you might be locked to say 4.2GHz with 4.6GHz Turbo.
*Which method depends on the cooler, motherboard etc but experiment. On my i7-3770K I'm at 4.2GHz Turbo with all other settings intact so it's a slight overclock whilst still running cool. You may get higher without sacrificing power management or may just decide to concentrate on performance (i.e. 4.6GZ).
Keep in mind that you may see minimal real-world peformance benefits with higher overclocks. Always run MEMTEST again if you've changed the CPU or DDR3 memory settings.