You could overclock the CPU - is that what you mean? If it is then any damage caused by the overclock (if it went wrong) would not be covered under warranty.
The main BIOS settings you need to look at before installing Windows are the ones related to drives - make sure you have the controllers set to AHCI, RAID or IDE according to your specific hardware and requirements. Other than that, the only other BIOS setting that may impact on performance and must be set before the operating system is intalled is ACPI/APIC - normally you'd want to make sure that both are enabed but Asus boards tend to control the same functions inherently so it's less of a priority. Just in case - while you're in BIOS - check that your system clock is set correctly in BIOS (especially the date). If it's "off" it can cause problems with activating Windows and most security software.
Any other settings - CPU speeds, memory latencies etc can be changed after the OS is installed and I'd suggest that's always the best way to do it as it will allow you to test stability and monitor temperatures plus it avoids possible corruption of the OS installation.