Upgrade Debian Etch to Debian Lenny in 4 steps

1. change /etc/apt/sources.list , replace etch to lenny. here's my example:
deb http://http.us.debian.org/debian/ lenny main contrib non-free
deb http://security.debian.org/ lenny/updates main contrib
2. apt-get install apt dpkg aptitude
3. apt-get update ; apt-get upgrade
4. apt-get dist-upgrade

Somebody skipped step 3 and also works fine. Now your server is running Lenny. In my case, I don't even have to reboot the machine.