There's a pretty extensive guide here:
http://www.overclockers.com/tips1032/index.asp
Read it full through, it's quite well assembled and quite thorough. Read it now, look into getting the stuff, read it again to make sure you CAN, and want to do it. Get the stuff, read it again, and built it. Also I'm sure there's lots of other articles with specific info on smaller aspects. But like anything this takes enough determination/time/etc to actually do it, so be prepared.