I saw many times people putting in their PC's, memories that according to the mobo specs, are not supported... Like, people putting PC 8500 memories while the mobo only supports PC6200... Do I have to make any special configuration in the mobo bios to do this?
It doesn't actually support the higher memory, but that doesn't mean it can't be forced to run at it's rated speed. Say a board supports DDR2-800. You install a set of DDR2-1066. That set of 1066 will slow down to 800 when you install it. The reason people get the 1066 is to achieve higher overclocks. Usually the RAM is the limiting factor in how high of an overclock can be achieved.