Welcome Dance!
And, also, what in particular are you looking to overclock? CPU, RAM, Video card, or all of the above?
For CPU and RAM you're probably going to be doing most of your work in the BIOS. A couple of helpful programs for checking stability would be
prime95 for your CPU and
memtest for your RAM. You'll be changing the clock speed and the voltages. Just take it slow and test often and it's no big deal.
For the video card just getting the newest drivers and installing
coolbits and
AtiTool should do you well to start with. AtiTool (it works for nVidia cards too) has a great stress tester to make sure you haven't pushed too far and coolbits along with the new drivers should let you slowly crank up the speed.
The biggest thing is to not go too far too early, and possibly damage things. Keep an eye on temperatures, especially during loads (games, processor intensive things like prime95) to make sure your parts are nice and cool. It's not too hard at all, just takes some patience and diligence.