This should be your second stop. You need to know something about thermal management or you can fry your CPU. It's actually kind of difficult to fry a modern CPU, but it is possible.
Core 2 Quad and Duo Temperature Guide http://www.tomshardware.com/forum/ [...] ture-guide
Third stop will be a guide for your particular motherboard. Google is your friend.
They both require a somewhat different approach to applying thermal compound.
Suggestions for applying thermal compound: http://benchmarkreviews.com/index. [...] mitstart=5
And they are pretty large, so they might not fit inside your case.
Go through the first two threads. Do not do anything until you have a good idea about what you are trying to do. Once you have definite questions (you will, you will ), come back and ask.
Keep in mind that these are guides, not cookbooks. YMMV. Your Mileage May Vary. Because of all the variables, you may not do as well as someone else with a similar system. Or you might do better.
Overclocking since 1978 - Z80 (TRS-80) from 1.77 MHz to 2.01 MHz