The power supply with the case is too weak. Usually PSUs bundled with cases have a "max" wattage rating (they can draw it only in short bursts of time). If you overclock it, you can simply kill the power supply and it might take the whole system with it. This is the reason I chose case with a "480W" PSU. Will it draw that much power: no, but by not pushing the PSU it will just be safer.
P.S It is ALWAYS better to pick up a separate PSU from a reliable brand like: Corsair or EVGA. Also the cooler you picked is probably the same if not weaker than the included cooler. (
it is in Chinese, but gives you a look at the cooler.)