This is why I cautioned you about rushing out to buy and buying inexpensive components like a power supply..
C2D's actually OC decently with the stock HSF they come with, despite the crappy Thermal Interface Material that comes on the HSF.. I have my C2D 2.13Ghz running @ 2.6Ghz however thats as far as it will go as the temp maxes out around 65C at load.
If you want to do serious O/C you need to invest in a good HSF that will likely cost about half as much as you paid for the CPU or close to it.. And you'll also have to pick up some reputable thermal paste, such as Arctic Silver's AS5 or Ceramique.
Also you need to google around and read some tech sites who focus on articles for beginners looking to Overclock.. We can tell you what to tweak and mess with and you'll probably be OK, but you really need to have a fundamental education in how the process works so you actually understand what you're doing and can troubleshoot problems on the fly without posting for help on every little problem..
Also if you google for terms like "overclocking" and your CPU or motherboard model, you might get tailored guides for your hardware or at least reviews testing O/C potential - so you know what to expect and what the hardware is actually capable of..
You just purchased this stuff and it would be a shame to completely ruin it because you tried to push it too far, or fried something with too much heat or voltage when reading a guide could avoid making those mistakes..
Not sure if your native language is english, so you might have to look at sites in your local language to best understand things.. Otherwise there are plenty of places to read about overclocking although I don't have any links to particular guides..
http://benchmarkreviews.com/index.php?option=com_content&task=view&id=162&Itemid=38
This guide may be a good guide for you to read.. It is very comprehensive and should have a lot of information.