You can't really unlock your Phenom X4 9500 because it's the full version of the original CPU. You can only unlock CPUs which may have had perfectly working cores disabled, for example the Phenom II X3 may be unlocked to a Phenom II X4. The original Phenom series can't be unlocked very easily, and only the Phenom X3 processors had a chance to do so (and a few Athlon X2 7850 BEs if I remember). Unlocking CPU cores is good if you need the power, however there is a chance it may be unstable and you have to lock it back up again, it also increases heat and power consumption as well.
Overclocking is simply running your CPU at a higher speed than it is rated at, your Phenom X4 9500 runs at 2.2 GHz, and overclocking it would mean running it at any higher speed than that, for example 2.4 GHz. It is good if you need the speed, however, it may cause some heat issues especially if you are using the stock cooler, and you may not be able to push it very far as you may require more voltage.