Please help me Overclock my Pentium D 820.

I am wanting to Overclock my Pentium D 820 Processor. I received a new gateway pc for my college graduation. It came stock with the Pentium D 820, 1gb of pc4200 ddr2 ram, 250gb 7200rpm HD. I was never impressed with the performance, specially for gaming so I installed some additional hardware. Now the computer has 3gb of ram, BFG nvidia 7800 gt oc, OCZ modstream 520watt psu, Sound Blaster Audigy 2 gamer edition. I am still looking for extra performance boost. I'm a total noob when it comes to overclocking pc's. Please guide though this process, I just dont want to mess anything up. Any good suggestions on how to OC my gfx card some more? Last thing, the computer case is a BTX design which keeps the processor very cool. When I OC the processor would it be a good idea to invest in a better heatsink?