I had your same processor and didn't have much trouble getting it up to 3.6 stable with aftermarket air cooling and minimal voltage tweaking, almost got it to 3.75 but it started to hit a wall. But to be honest, the performance improvement wasn't noticeable at all.
Why are you trying to overclock? Just to learn? Or are you wanting to speed up your system. If all you want to do is learn, that's good, but it sounds like your motherboard and it's BIOS aren't designed with the overclocker in mind. You can use software to overclock, but any self-respecting overclocker will advise against that. I recommend playing around in the BIOS a bit more and see if you can unlock some things. Or, buy a better motherboard.
If you're wanting to speed your system up, don't bother with that old chip. Buy a Pentium Dual Core or a cheap Core 2 Duo and play with that instead. Or, just buy a better and more expensive processor and you wont have to worry about overclocking at all.
Your P4, even at 3.6ghz is old and tired. Even if you do get it run at those speeds, you aren't going to see any huge difference running modern software or games.
If this is a prebuild, sorry you won't be able to overclock in the BIOS (which is the highly much prefered way) all your options will be locked.
There is overclocking software out there to get around this, but it is quite limited and most agree it simply does not work very well.
It is time to bite the bullet, dig out your wallet, and start with something not so far outdated.
i have the same processor and i have HUGE results with o/c it i am running the intel 630 3.0 ghz ht p4 with a asrock 775i65g mobo i am 4.02 ghz i didnt touch and of the voltages
i am still using the oem cooling and not going over 65 c
only when i take the chip to speeds around 4.3 ghz then do i start to freeze up the system
download SpeedFan. its free and it not only allows you to overclock your processor, but it does it for you; just select your motherboard make, model, and chipset, and it will tell you the current clock speed, power usage, and give you options on how fast you want it to run. It also tells you CPU usage, temperature in both Celsius and Farenheit, CPU fan speed, and gives you options to set a fan speed, enable auto fan speed based on what temperature you want your CPU to run at, add a fan, read temperatures on chipsets and other physical and logical processors on the motherboard and other chips like the video card, and allows you to set warnings such as beeping, a message, etc.
my p4 3.0 is running 3.72ghz stable using cold air from outside im not gamer yet but it sure took the lag out of winxp with a 7600gs oc,ed to 580 coreclk 351 mem clkon asrock sis661 board limited by base clk of 248mhz i just joined today check my new thead p4m900m4 base clock any intelligent comments would be welcome i feel my cpu can do more at that speed i had 8 seprate windows open some video and some audio apps and regular internet searchs with no gitches who needs a quad core for basic apps!