A safer way [Note 1]:

1. Exit graphical environment and go to console (Ctrl-Alt-F1)
2. login as root and switch to runlevel 3 (telinit 3)
3. urpmi.removemedia -a
4. go to http://urpmi.org/easyurpmi/index.php and set up sources for the release you want to upgrade to
5. urpmi --test urpmi (test if urpmi's upgrade works) [Note 2]
6. urpmi urpmi (if you get no errors in previous step)
7. urpmi --auto --auto-select --test (we want to make sure upgrade will work. If you have non-official rpms, this could cause trouble. Write down offending rpms/files, remove them and try again) [Note 3]
8. urpmi --auto --auto-select
9. urpmi kernel
10. reboot

[Note 1] This could not work if:
* you have used "--force" before to install packages
* you install rpms from untrusted origin
* you install rpms not specific for Mandrake
* you install with "./configure && make && make install" instead of using "./configure && make && checkinstall"

[Note 2]: the --test option is great because:

i. it downloads all needed rpm-packages
ii. it tests the installation and provide quite clear error messages
iii. it does *not* delete downloaded rpm-packages
iv. it does *not* change your current programs.
v. when happy and you do not use "--test", as all the packages are already downloaded, your upgrade takes less time.

[Note 3]: If you get a message like "Packge foobar cannot be installed because it conflicts with file /usr/lib/foo-bar-0.1.2.so.3", remove the package with offending file. Which package contains offending file? Type "rpm -qf /usr/lib/foo-bar-0.1.2.so.3" and remove the package with "urpme offendingpackage". After completing the upgrade, install new version of package with "urpmi offendingpackage" if needed/