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But here's the short answer. Download Mandriva 2009 from the web and burn a CD. Then boot your machine on that CD. It should take you through the process of upgrading from the old version - automatically. You'll also get the ability to install linux, apache, mysql and php during the install/upgrade process.
It's really that easy - burn the CD, boot on the CD, follow the upgrade instructions.
BUT - things can and do go wrong during something like this. So make sure you have complete backups that will let you return to your old version if something goes wrong.
Once you've installed Mandriva 2009 I think all future updates are available automatically from the web - no more burning CDs and booting on CD's.