No heatsink on is very bad, but likely the system shutdown before it damaged the CPU itself. Put the heatsink on.
While you are inside the case installing the heatsink (make sure you unplug all power sources first, like the power cord, monitor, and powered speakers and that you discharge the residual power by pushing the power button) you can remove the coin battery from the mobo, wait 30 secs. and then put it back (note which side goes up). That will reset your BIOS.
Have you installed your heatsink yet? If not, turn everything off and install it.
Using the guide is fine, but don't get greedy. Hopefully you know where you left off in the process when everything died. Now just back off slightly from that point and see if everything works properly. If things appear good to go, you'll need to stress test your system to verify stability.
My cpu just doesnt want to overclock! I am doing everything slowly and cautiously, even adjusting the memory perfectly to the FSB speed when adjusting it (Lowest I've tried is 20mhz - doesnt work). I slowly adjust voltage when needed, but my computer wants me to keep resetting the BIOS settings. What am I doing wrong?
Ok, well I adjusted some things (I adjusted my voltage from 1.25000 to 1.27500 because that was what was needed for windows to run) and ran prime95 for 5 hours without a single issue, and my temp didnt get about 60 degrees C. Should I be safe now? any other things I can do to confirm stability?