Can you overclock a Dell Studio XPS 435T

Yes... You can utilize software to overclock but it isn't as effective and normally not recommended. You don't have much options outside of the software.

Have you thought about replacing just the motherboard and install it into the Dell case to give you unlocked BIOS?? (Another Option   )

I have thought about replacing the motherboard, but I here it's hard because the Dell motherboards are Intel based & custom designed only to fit into Dell computers and plus I heard that removing the motherboard is hard because Dell bolts in their motherboards and I would have to remove a lot of plastic before I even came close to removing the motherboard.

open your case and find out. As for if it is a special form factor of dell or like one you can buy, post the dimensions of your motherboad here and we will tell you if it is ATX, micro ATX, ITX or something that can't be replaced.