Again a blog post to make sure my mind can remember what needs to be done... in case I want to update a drupal installation. As a source I used the video on http://www.masteringdrupal.com/screencast/upgrading-to-drupal-6. The text below is a summary of that video.
If you want to upgrade from drupal 4.x, then first upgrade to 5.x. Only then start to follow this guide.
Let us start with some well meant advice: