Hmm... if this is your first time my best advise would be don't do it!
:) Doing it in the presence of someone who already knows the secrets of the trade would ensure any mistakes didn't turn catastrophic (as in, Oops! I just fried my processor
)
But ok. Fair enough. No one really learns without getting their hands dirty. So here's my effort at this question:
The One Rule. The Mother Rule. Thou shalt not ignore this rule!
Always overclock by small increases.
Start Here:
Intel Overclocking Guide by NoAffinity
With that covered:
A nice starters tutorial, at Hexus
A in-depth Intel Core 2 article, at tweaktown
Finally:
Intel Pentium E2140 specific information, at xtreview
Some Intel Pentium E2140 overclock results, on the OCForums