Yeah, overclocking isn't going to work very well if you don't have the proper cooling setup.
I tried OCing a Pentium 1 once back in the 90s, but haven't bothered since.
BTW, OC won't do much for videogames, if that's what you're thinking. Games hardly use any CPU at all these days, since most of the heavy work is done by the graphics accelerator card.
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I'll brave the storm to come, for it surely looks like rain...