If you push the overclock too far, the ds3l bios will set the controls back to automatic/defaults to allow it to post. If your pc is hanging up a bit before posting after you set it, this is most likely the cause. You will have to go back in to bios and reset them to manual and then adjust the settings enough to get it to post. While annoying, this is much easier than having to reset CMOS every time.
As for Easy Tune 5, I found that nearly useless and uninstalled it. Real Temps is supposedly the most accurate for 45nm processors, so that is what I have been using for my e8400. My e8400 is at 4.0ghz and stays under 50 degrees at load, however. And that is with a 92mm OCZ Vendetta with fan on low. Your cooler should perform even better. You may want to try reseating the heatsink and make sure you didn't use too much paste.