E8400 need overclocking help, noob

I just bought an E8400 processor and was wondering how I would go about overclocking it, i.e. where to go to change things, what heatsink/fan and voltages to use.

I've been reading a little bit about it and it seems that 3.6 GHZ is safely attained without increasing the voltage or changing the heatsink and fan, which would be just fine for me. Is there much of an advantage or performance difference between kicking up to 4GHZ as opposed to the 3.6GHZ?

I have this motherboard: GIGABYTE GA-EP45-UD3L LGA 775 Intel P45 ATX Intel Motherboard

http://www.newegg.com/Product/Prod [...] -_-text-_-

this memory: G.SKILL 4GB (2 x 2GB) 240-Pin DDR2 SDRAM DDR2 1066 (PC2 8500) Dual Channel Kit Desktop Memory

http://www.newegg.com/Product/Prod [...] -_-text-_-

Thanks for any help you can give.

Have you read the How To sticky?

Thanks for the suggestion, looks like I have a little bit of studying to do.