I will warn in advance that if you are uncomfortable experimenting and tweaking settings on your own, then you should read a large number of reviews/guides before proceeding and even consider leaving it at stock speed. Nonetheless, I will provide some basic info for you. I can't really tell you exactly how to do it though since not all BIOS screens are layed out the same. Lastly, I have to warn that you can permanently damage your hardware and should proceed with this at your own risk.
For a beginner, the most challenging aspect of overclocking is understanding where the various clock speeds come from, so I'll start there. In a nutshell, here is how the AM2 clock settings work.
You start with the HT base clock, which by default is 200MHz. To get the HT link clock, you take the HT base clock times an integer multiplier. You should try to keep this number around 1GHz for stability reasons. Stock speed is 200MHz * 5 = 1GHz.
To get your CPU rated speed, you multiply the HT base clock by the CPU multiplier. For the 3800+ this is 200MHz * 10 = 2GHz. Since the 3800+ has locked multipliers, you can only reduce this number, so it would be best to just leave it at 10.
To get your memory speed, you divide the CPU speed by the respective memory divider. For a stock 3800+ with DDR2-800 memory, this is 2GHz / 5 = 400MHz. In the BIOS there is an option to specify what type of memory you have, which ideally will cause the automatic selection of an appropriate integer divider. You will want to choose DDR2-800 for this setting.
In addition to memory clock speed, there are options to set memory latency. In this area I would just use the stock timings (listed on your memory) with the command rate set to auto (options of 1T and 2T). The timings are given in the format "a-b-c-d" (for example, 4-4-4-15). These numbers represent the following characteristics:
a) Cas# Latency
b) Ras# to Cas# Delay
c) Row Precharge Time
d) Min Ras Active Time
In your case, I believe the timings are 5-5-5-15...
Other clock speeds to take note of would be your PCI and SATA buses. Usually the SATA speed is derived from the PCI clock by some integer scalar. On good motherboards, the PCI bus has it's own clock generator, which prevents instability due to overclocking of the PCI and SATA buses. On low to mid range boards, and on older boards, this may not be the case.
When it comes to actually performing the overclock, there are two possible strategies that you could take. The first and most advisable method would be to patiently increase your speeds a little bit at a time. Takes longer to explain so I will come back to it momentarily. The second method is too find the average expected overclock for your parts online and jump right to those settings. For the 3800+, 2.4GHz to 2.5GHz is a typical overclock. To achieve this, you will need to leave the CPU multiplier at 10, increase the HT base by 40MHz to 50MHz, and drop the HT multiplier to 4. You system's ability to work at these clocks with stock voltage or even elevated voltage is not guaranteed. You may have to raise the CPU voltage by up to .1V, but I do not recommend going higher than this voltage without checking back here for advice first.
Now, for the safer method. In order to get the most from your overclock, you will want to have your slowest link operating at capacity, so you need to find the max HT speed and max CPU speed separately. You can accomplish this by doing the following.
1. Drop your CPU multiplier to something low like 5 and increase your HT base clock in small increments until you find the maximum stable setting. A typical value for an nforce5 system is around 315+MHz. You will need to adjust the HT multiplier at the same time to keep the HT link below 1GHz.
2. Put your CPU multiplier back to 10 and start increasing your HT base clock in small increments in order to find your highest stable CPU speed.
In some rare cases, the CPU may actually be able to handle a higher speed than the max HT clock of the motherboard can facilitate. This is unlikely in your case since the 3800+ has a multiplier of only 10. If your overclock is actually CPU limited, and the max HT clock is substantially higher than the max HT clock for the CPU, it may be advantageous to run at a reduced CPU multiplier and elevated HT clock. This is something that will be determined through performance tests after you have found your maximum speeds.
When you start playing around with the speed settings, it is highly probably that you will go beyond what some component in your system can handle. Depending on your motherboard, chipset, and BIOS, this could be handled in a variety of ways. The most likely event is that the system will fail to post, meaning that it never gets to the familiar BIOS startup/check screen. It may also get to the BIOS screen, but alert you that some settings are incompatible and instruct you to fix your BIOS settings accordingly. A third possibility is that it will hang at the BIOS splash screen (fullscreen image). The last type of post failure I have seen is when the system fails to post, reboots automatically, fails again, and shuts down.
In all of the above cases, the BIOS settings can be reset to defaults by means of a push button or pin jumper on the motherboard. The location of these mechanisms will be mentioned somewhere in your motherboard manual. On some systems, you can automatically reset the BIOS by simply holding down the Insert key as the system posts. Regardless of how you go about resetting the BIOS, rest assured that you will be doing so more than once.
This is all that I can think of for now. Let me know if you have more questions.