No. Overclocking your cpu will affect your RAM, depending on your bios settings but not your graphics card. At least it won't 'overclock' it.
The only time a cpu will affect the speed of your graphics card is if you upgrade from a cpu that is a bottleneck for it to one that can process data at a rate that does not limit it. And you really don't have to worry about that with yours.
I'm no expert, but i think if you just increase the cpu multiplier then you should be fine , however if you increase the speed of the FSB then that can increase the speed of the pci lane, which can cause problems, however most bioses allow you to lock the pci frequency to whatever you choose, preferably 100mhz i believe but don't quote me on that........
With a 930 you will be increasing the bclk in order to oc the cpu, your graphics card and pcie lanes will be unaffected, you would need to choose a suitable memory multiplier to run it at the correct speed. It can all be done fairly easily, just make sure you have sufficient cooling.