Wedge,
If you set it to 200Mhz you would be overclocking. I have my Athlon XP Barton 2500+ (1.83Ghz) running at 2.33Ghz, but I am running some extreme aftermarket cooling.
If you want to overclock your 3000+, I would first make sure you have at least PC-3200 (It should be high quality PC-3200 too.) and get a high performance heatsink and fan.
Take Care,
Richard
P.S. I am glad you are all set too.