Detailed upgrade information for each version can be found at http://dev.mysql.com/doc/mysql/en/upgrade.html. We recommend that you do not skip a major version when upgrading, but rather upgrade in steps (for instance, if you are still using MySQL 4.0 but wish to upgrade to 5.0, upgrade your (test) system to 4.1 first, and verify that everything is as it should be. Then proceed with the 4.1 to 5.0 upgrade step). This may seem more complicated, but it will probably save you time and hassle - if you find any problems along the way, their origin will be easier to identify (either by you or MySQL support, if you have a MySQL Network subscription).