Which of the following is a critical step when overclocking a CPU?

When overclocking a CPU, ensuring an appropriate CPU cooler is installed is a critical step because overclocking increases the CPU's performance and, consequently, its temperature. The stock cooling solutions may not be adequate for managing the extra heat generated during overclocked operations. Without sufficient cooling, the CPU can overheat, leading to thermal throttling, instability, or even permanent damage. A proper cooling solution, which could include aftermarket air coolers or liquid cooling systems, helps maintain optimal temperatures, ensuring the CPU operates effectively while being pushed beyond its factory specs.

The other options, while potentially relevant in certain contexts, do not address the immediate and crucial need for adequate cooling during the overclocking process. For instance, disconnecting all peripherals or installing additional RAM might help streamline certain aspects of a system's operation, but they do not directly influence the core issue of heat management caused by overclocking. Similarly, increasing the power supply capacity can be important for overall system stability when demanding more power, but it is secondary to ensuring that the CPU remains within safe thermal limits during operation.