Got my parts made my changes, that easy?

I think I am missing something. I bought a gigabyte UD3R, an e8400, and some DDR2 800mhz G.Skill RAM, to complement my GPU I bought back awhile.

I read some manuals, and most of them said its not hard you just have to be careful. So I am watching people over 4.0+ ghz easily, I only wanted 3.6ghz (400 core, standard 9x multiplier) to match my RAM settings.

Someone said turn off switch from auto to normal on CPU terminator, PLL (i think it was), and the option under that, something else cpu related or it could be stability issues, possible hardware burn. I did this and jumped straight into a 40mhz FSB, assuming the board and CPU could handle it.

*a side note I also set PCIE slot to 100mhz standard(heard bus' can change automatically which could be bad)
*and made voltage controlled by user, left it at standard 1.250v it had by default
*RAM I was told to underclock incase, I switched it from auto, and it seemed that when I changed an option to 2.0b it read 667mhz, when I switched the clock nothing was happening, so I left the clock normal and lowered the default to 2.0b on the setting below

Back to what I was saying, I booted it, and everything seems stable. Now I have never overclocked, either I am taking it easy on my equipment and it responded well or I did not fully maximize my performance by taking it to easy. I listed some pics here, what really threw me off is my RAM setting on CPU-z are still reading 800mhz saying I have a 1:1 ratio, but I know I changed it. Should I put the option I changed back to default (2.2b I think, it has an auto setting anyway)

Heres my CPU-z readings http://savageintent.com/cpu.html

Also what is a good program for stress testing my RAM and CPU? This will help to tell me the stability at full load, right?

Anything else I should know please toss it in there. I am a OC noob.