If you want to get into fiddling about with OCing your computer, you should buy some newer hardware - be sure to find a good set up with good overclocking capabilities.
You should note that a good, cool case with a decent cooling system is a must for any overclocker.. And a good PSU is also quite important.
From there you want to buy hardware which has been reported to overclock well (if you go onto a hardware website, most of them have user reviews on their products, often exclaiming pros and cons and whether they are good to overclock).
Most people start off overclocking by OCing their processor.. But it is possible to OC your memory and video cards too.
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