I got my E8400 to 4.0GHz on an Asus PK5 PRO with the following settings:
444 FSB
2 x 2GB GSKill 1066 memory
Zalman CNPS8700 CPU cooler
CPU runs like a champ right @ 3.995GHz with no issues
In my case I had to go with 1066 memory as with a linked FSB to mem frequency my 800MHz memory...