Hi Dannyboy, don't worry about the overclock not showing up in windows, from previous experience it never does for me. Windows just reports the stock values for the CPU no matter what.
You won't notice any difference in start up speed by overclocking the CPU, if you want faster start up's I recommend getting a SSD, this will be a massive difference in start up and responsiveness all round.
The main advantage of overclocking your CPU can often be to gain a few extra FPS in gaming, often an older CPU can be a bottleneck for a new powerful GPU so overclocking can remove some of this bottleneck.
You should notice the difference in benchmarks going from 2.8 to 3.8, but you will be hard pushed to notice much real world difference.
Hope this helps a little.