Hi Valtea,
Yes, unfortunately you can't overclock it by increasing the clock multiplier.
However, if you want to overclock, you should be able to increase the FSB via your BIOS. Having said that you need good quality RAM/motherboard that matches up to overclocking using this method. Also, you need to keep a close eye on the temperatures using software like MBM, etc. You will also have to install additional cooling (fans/better ventilation etc).
In a low-end board, you will probably end by with system reboots, hangs, overheating. Actually, the Sempron is not the best processor for overclocking (as compared to many of the Athlons XPs), so personally I don't recommend trying this out.
Lastly, overclocking is almost, I dare say a "cult thing," and I am sure there will be many here to guide you through it.
DH