Almost all pre-built computers have locked BIOS's which prevents the uninformed yet curious user from doing irreparable harm (overclocking has that potential). There are a few "gaming" pre-builts that allow overclocking but they are the exception - some models in Dell's Alienware line and some iBuyPower models come to mind, there may be others. As pointed out, if the computer has not yet been purchased, you could DIY (we're here to help), or look into a boutique builder such as
CyberPowerPC or even
iBuyPower (direct from them, they do some customization) for an overclockable PC.
If you have the computer already and feel you need some more performance out of it, first purchase an aftermarket heatsink, then look for overclocking software, there are programs that run through windows that can allow some overclocking even of non-k CPU's but as pointed out you probably won't get more than a few hundred MHz's out of it.