I have an Intel Core 2 Duo with 2.0 ghz. I heard someone on the forum mention "overclocking" it to 3.0 ghz (ghz may not be right, correct me if I'm wrong on what those are called). I also have a video card that was overclocked out of the box. How wouid I go about overclocking my CPU to 3.0 ghz?

you may have to inquire with your computer manufacturer. they will need the model number and etc..

Yeah, it was me.
I built my own PC, never using some premade alienware or dell or hp stuff.
I have there gigabyte motherboard (P35-DS3R), and overclocking my CPU on this is just a matter of going into BIOS and choosing 300Mhz instead of 200mhz (because the multiplier is 10x, so 10*300= 3ghz..).
But if you don't even know what motherboard do you have, I would probably first tried to find out that, and then read some overclocking guides on the internet (anandtech, tomshardware, xbitlabs, whatever...........).

Sorry weclock, but most of this post is WAY off.
First off, Intel overclocks MUCH better nowadays than AMD.My Core 2 Duo E4400 (2ghz) is overclocked to 3ghz without increasing voltage and with STOCK box cooler.AMD is much worse in overclocking.
".. causing significant damage to your computer..." That can happen only if you don't know ANYTHING about overclocking and attempt to do it...but if you are not stupid the chance of getting something fried is just about zero.
Overclocking laptop is incredibly stupid, though, yes.

Here are a few sites to help.
Newbie Overclocking Guide
Basic Help
Overclocking Step by Step
Another Step by Step
Hope this helps and remember...
...Be VERY Careful before you do anything. You could damage your system and be totally out of a CPU. Also, it will run very hot so bear that in mind.
Computers today are very fast and normally do not need to be overclocked unless you are the type that wants every drop of power there is out of your computer.
That is not me personally; I am satisfied with the speed of my computer and play games that run on it fine.
I think every gog game should run on your system as is and provide fine playability.

Since the question was how to go about "overclocking" a computer (with those quotation marks), I'd say it's safe to assume that the OP doesn't know ANYTHING about overclocking, and I think Weclock is right to throw in a few warnings in that case.

Just a small tip: download HWInfo if you don't know the manufacturer and model of your mobo.

Thanks for helping, everyone! I'll read over all the material, and if it still confuses me, I'll probably just suck it up and buy a new processor.

An important rule to follow with overclocking, especially if it's your first time, is to take it slow. Don't jump straight from 2 to 3 GHz because if you don't have adequate cooling it's possible to end up with a damaged processor. Increase the clock speed just one or two steps, check the temperature (both idle and under load), tax your system a bit to check for stability, then repeat the process until you get to the clock speed you want, or until you start running into temperature/stability issues.
That said, with just changing the clock speed there's not much damage you can do unless you do some remarkably stupid (like trying to take the processor straight from 2 to 4 GHz with stock cooling), so don't worry about things too much. Changing the voltages... now that's an entirely different matter, but you probably won't be doing any of that.
As a final note, you'll only be able to overclock your processor if your motherboard supports overclocking. If it doesn't then you're SOL.

Yeah, now I definately know I'll buy a new processor and have someone install it for me! Installing a video card is one matter, but all this is way too much for me to handle.

sometimes is better do do it yourself :) I bought my new PC from renown PC dealer in our country, because this time I was lazy to put it together. Yeah, it arrived, everthing there, sometimes even in the right place, my scythe cooler wasn't attached on one side so my PC was able to run for 10-15s before overheating CPU and shuting down, one 2GB ram module damaged, one of the HDD (750GB WD) unfunctional, lightly damaged case (but this was due to trasport and attitude of people in PPL). If you no not know anything about PC then let someone do it, but if you are capable to do it yourself, then do it yourself, it saves lots of problems. BTW GPU looks damaged too, all the time i have problems with refresh (or it is problem in LCD, i don't care anymore)

Sorry if my post made overclocking seem complicated or intimidating, as that was pretty much the opposite of my intent. Looking through many of the guides out there overclocking can seem overly complicated, but that's mostly because those guides try to cover every aspect of overclocking. At it's most basic, though, the process is fairly straight forward.
If you're worried, start with something very small just to prove to yourself that it really isn't quite so scary. Go into the BIOS (restart your computer and look at the startup screen to see what key you need to press for your particular motherboard). Once you're in, just hunt around a bit to find where the overclocking options are (if the motherboard has them). You don't have to worry about messing anything up, as any changes have to be explicitly saved when you exit the BIOS in order to take effect. Hopefully the section for overclocking will be labeled something obvious, but what you're looking for is two numbers- a core clock speed (should be 200 to 300 MHz), and a multiplier (should be around 9 to 13). Many motherboards lock the multiplier, so the core clock is the number you want to change. Just raise it to whatever the next option is (e.g. from 200 to 233), then exit the BIOS saving the change you made. Your computer will restart, and everything should be just fine, with your processor running a little bit faster than it previously was.
Use your computer a bit to prove to yourself that everything still works just fine, then when you're ready go back and increase the core clock a bit more, doing the temperature and stability testing I mentioned earlier. And unless you really want to push your processor to its limits (requires overvoltaging) that's all there is to it.
The absolute worst case scenario through all of this is that you overclock too much and your processor gets damaged by excess heat, meaning you have to get a new processor. And since that's already your backup plan you don't really have anything to lose by taking a shot at it. Plus going through the whole process can actually be kind of fun.

Overclocking is very intimidating the first time you try it. But most of that is fear of the unknown and the worry of damaging your processor. However, as noted, read some guides and be sure you understand what they're talking about.
Your BIOS may not have decent OC options. Depends on the board manufacturer. But the key is to take it slow and go short steps at a time. Test for stability after each increase.
I have my Core 2 Duo E6750 overclocked to 3.6 GHz (450 FSB and 8x multiplier) and it's been running at that speed for over a year now. This one was my first attempt at overclocking as well, so I know how confusing/intimidating it can be. But if you take it slowly, you'll be fine. And yes, it's a whole lot of fun as well.