Club Overclocker has up their "How-To" on unlocking an Athlon XP up now.

By factory design, the new Athlon XP processors are locked, meaning that the multiplier is set at a predefined value and cannot be altered. By unlocking the processor, the user is able to change the multiplier and obtain higher clock speeds than the processor's default rating. This is done by connecting the L1 contacts on the processor with a conductive substance. While the old Athlon and Thunderbird processors could easily be unlocked by using the graphite from an ordinary pencil to connect the bridges, the new Athlon XP processors prove to make unlocking the CPU a much more difficult task.