Maybe a lot of people already know this, but I will write it down here, in case anyone forget it, or of somebody does not know already.
To upgrade the Linux Debian Stable Etch to testing Lenny, just need to follow these two steps. 1. Edit sources.list
sudo vi /etc/apt/sources.list
and change all words etch to lenny, or stable to testing
2. Update and upgrade
sudo aptitude update
sudo aptitude install apt dpkg aptitude
sudo aptitude full-upgrade
that is all, this also work if you want to go from lenny to sid, just change your sources.list accordingly.
It is also better if you start your Debian Linux in text mode, so GDM or KDM could be restarted without problems.
You may be interested in reading this.
Install a .deb cache for Debian if you need to upgrade more than one PC in your network, to avoid big bandwidth consume.