Since you are running PC3200 memory (DDR400) you can increase the front side bus speed on that 2500+ from the stock 166 MHz (333 MHz effective) up to 200 MHz (400 MHz effective). At a 200 MHz FSB clockrate the 2500+ will be running at 2.2GHz true clockspeed, which is the same as the 3200+. (The 3200+ Athlon XP runs at 2.2 GHz on a 200 MHz DDR bus.) Just about every newer production 2500+ out there can do this without a problem.
Unless you have to increase the CPU voltage, your overclocked CPU will dissipate the same amount of power as a normal 3200+ would. Your current temp of 37C is not high for a 2500+. I would expect to see that temperature increase to around 42C - 45C at a 2.2GHz clockspeed. I normally look for a CPU temperature of no more than 55C under full load with Athlon XPs. I have seen systems with CPU temperatures slightly above 60C run without problems, but I would not be comfortable with that. (CPU temperatures also tend to climb with time due to dust build up etc.) Barton core Athlon XPs actually run cooler than Throughbred core Athlon XPs did. The die surface area is significantly larger on the Barton, which seems to make a difference in getting the heat away from the CPU faster. They certainly dissipate much less power than Prescott core P4s. The exact power consumption specs for the 2500+ would be 53.7W (watts) typical and 68.3W max at the stock voltage of 1.65V. The 3200+ is 60.4W typical and 76.8W max, also at 1.65V. (For reference the max power consumption for a 3.2 GHz Prescott P4 is 103W, the 3.6 GHz part is over 110W!)