Firstly, overclocking does bring with it an inherrant risk of damaging your windows installation and/or your hardware, but done right poses little risk to either. People on the forums can assist you but remember its your hardware not ours, and you make the choices. Right with that out of the way....
Download Realtemp:
http://www.fileden.com/files/2008/3/3/1794507/RealTemp.zip
Save it and run it now, check what temp your processor is currently running, it should be around the 35-40C mark if on stock cooling imo. You will need this later to check your not running your temps too high.
Then download
Prime95 and
ORTHOS, what these do is basically rag your system for all its worth, the reason being that if you run this for a length of time and they return with no errors then you know that your Overclock is pretty stable, otherwise you might find you get random reboots and errors.
Your clock speed is determined by the FSB times the processors multiplier, if you look at your FSB (333) and your multiplier (9) is you times the two you will get your current speed = 2997 = 3000Mhz = 3Ghz. Rasing your processor speed is as simple as 'playing' with the two options... it gets a lot more complicated than that but we will stick to simple... as i dont know huge amounts as i said lol.
You can then raise the FSB to say 360 and with a multi of 9 get 3240Mhz, a slight overclock, but still an overclock. the trick is once you have done that and get into windows you will need to check that the heat generated is not too much. By running say ORTHOS you will make the processor get up to speed, when doing this you dont really want your temps getting over say 60-65C. This is just the begining.
Once you have found that that OC is stable and cool enough, you go back into BIOS and raise the FSB a little say by 10, to 370 and go back into windows. and test again, if you find at any point that windows wont boot or crashes even in ORHTOS you have two choices... carry on (get to that in a sec) or revert back to a FSB that you know works stabily.
If you decide you want more, and most do then you need to look at why your latest overclock isn't working, at this point its usually because the processor needs more power to it to support the requested speeds from the rest of your hardware. Find your CPU Vcore, this will be auto and the max vid from intel is 1.225V max, however you will need to increase on that, raise your Vcore by one step at a time, this is usually around 0.025V a time i think. Raise it until you can eventually get into windows... seeing as you are unsure of overclocking then i would not go above 1.3-1.35V especially if you are on a stock cooler, probably less infact. (edit just read you have a decent air cooler

)
again always checking for heat... thats the killer! Heat increase is mainly from when you increase the voltage.
So basically at a low level thats the begining of overclcoking for you, just follow that.... rinse... and repeat.
These E8XX chips are very good overclockers and i would be suprised if you cant reach.... say 3.6Ghz at least. You can raise the NorthBridge volage to help stabilise an OC but again for now probably best to just leave that. There are other things that can get in your way such as running your RAM at the right ratio, but see what you can do with the above and take it from there.
Another thing is Speedstep, now i and a fair few other people say you should disable it in BIOS before any overclock, but have just read apparently its not needed, might as well anyway unless your worried about a few extra pennies on the leccy bill

Anyway i think thats all for now, just gonna wait for someone to tell i missed something REALLY important lol, so see what the others say befoer going ahead
Hope it helps, i will keep an eye on this thread, but i know next to nothing compared to 90% of the guys and gals on here