Hi timm3r

Welcome to our little corner of the web

First of all, don't be embarrassed over your system, i am fixing a lot older computers that are still doing their job just fine

The last one was a Pentium III 800Mhz machine
Dell's are tricky when it comes to overclocking. It really depends on what range it was when you bought it. I have the impression that mid to high end Dell's are mostly overclockable via the BIOS, while the low end aren't as willing. Dell's use a standard Intel motherboard for the most part which are very nice in the stability department, but not as great when it comes to features.
I am typing this on a 3 year old Dimension 2100 which has a regular Celeron 2,4 Ghz in it. This one isn't overclockable at all, and there isn't a lot of performance left even if i could run it at 3 Ghz. (5-10%)
From what i can see, there isn't a lot that you can do except for trying out a software overclocking program like the following, or a similar tool :
http://www.techpowerup.com/systool/ (Warning, i haven't tried it, so don't use it on a "critical" system) If you are desperate about getting the most out of your system, you might be better off trying to find a used Pentium 4 CPU for dimes and add another gig of memory instead, as that will result in a bigger performance boost than overclocking your Celeron D.
Hope this helps a bit