How do you upgrade Debian?

How would a person go about upgrading Debian distros? By upgrade I mean going from Woody to Sarge and keeping all your files and what not, like with windows there is a upgrade CD which upgrades the system but all the files are there, going from Win. 2k to WinXP for example.

to be honest i havent heard of such a thing as upgrading from woody in that manner. not entirely sure how different woody is from sarge either. all i know is that woody isnt really supported anymore. perhaps the only solution might be to back up your stuff and install debian from scratch and then transfer. might want to do more research though before doing that incase im wrong.