Have you tried Google? Seriously? There are plenty of tutorials out there you can read, as it's a lot of information, and I doubt most folks are going to want to convery that much information here.
Remember that your FX's multiplier is not locked, so you have more options that most folks. The common route in a non-locked situation like this, is to increase the multiplier if possible. For your chip, 15x multiplier seems to be a popular goal, but for that, you might have to increase voltage a bit. Find the highest multiplier you can boot fine, then back down one. From there, try small bumps in your fsb until it's unstable. Back down a few degrees, then benchmark the crap out of it and beat it to death for a few days to see how it holds out.
That's a fantasic cpu, but not worth the money IMO (hope you got a great deal on it). You could have bought a non-FX and overclocked it to the speed of the FX and saved several hundred dollars in the process (for a nice new monitor, uber speakers, one helluva night on the town, a fancy puppy....ah hell, you get the idea). When last I built, I went through the options price vs. NOTICEABLE performance, and ended up getting a 3700+ SanDiego and OC'ing to 2.66GHz on the stock HSF. I'm tired of the noise of uber fans, so I didn't go that route. Nothing even resembling a heat issue though. Anyway, I think at the time, it was around 636 dollars cheaper for the the 3700+ vs. the FX-55 that was my target overclocking goal. In the end though, I can barely feel the difference. If I had any issue with heat or stability, I'd just put it back to stock and hardly notice. You'll see your biggest gaming difference by tweaking you memory timings and pushing your graphics harder anyway.
I'm going to agree with other posts and say that you'll not really gain a lot from OC'ing a FX-57. Sure, you'll get faster numbers in benchmarks, maybe even a few fps, but with your rig, it will not be anything really helpful. That being said, it is a fun thing to try. I hope you have fun and don't fry anything.
<Rant not directly pointed at dirty0513>
Somewhere along the way, the general 'scene' of overclocking has changed. It used to be that folks did it to get a lesser CPU to be closer to its faster brethen. More recently, it seems more folks just want to eek out whatever they can, even if it isn't useful in any way. Traditionally though, OC'ing is about saving money, not bragging rights.
