OC E5200 noob needs advice

I'm not exactly highly knowledgeable on overclocking, but hopefully I can at least get you started with what little I know from what I've done myself. From what I found online the E5200 comes stock at 2.5 Ghz and you are pushing it to 3.36 Ghz, which is a somewhat big jump. Usually you want to go in increments until you find where you start getting unstable which is where you seem to be at now.

One thing that can help with stability and pushing the limits is upping your voltage (vcore), but you want to be very careful with that. Most Intel chips I believe shouldn't go past around 1.4 volts and if you change the voltage you want to go slow and steady.

There are a lot of other small options and tweaks in the BIOS that give you that much more of a boost to try and increase your stability, but you'll need to read about those options specific to your motherboard. There's also the possibility that your motherboard or CPU is at, or will very soon hit its limit to what it can handle for an overclock. Some processors and boards can give better overclocks than others. I'm not sure how well Pentiums overclock though.

As far as temperature goes though, 40C does leave you some headroom for working.

This is about as best as I can give you, hopefully someone more informed and experienced than me can step in and help you out, though an 800 mhz overclock isn't too bad.