http://dev.mysql.com/doc/refman/4.1/en/upgrade.html
http://dev.mysql.com/doc/refman/5.0/en/upgrade.html
Important:
"As a general rule, we recommend that when upgrading from one release series to another, you should go to the next series rather than skipping a series. For example, if you currently are running MySQL 3.23 and wish to upgrade to a newer series, upgrade to MySQL 4.0 rather than to 4.1 or 5.0."
Oh, and consider yourself flamed to ashes.
