De link :
To avoid damaging your running system, upgrading should only be done from one release to the next release (e.g. Ubuntu 9.04 to Ubuntu 9.10) or from one LTS release to the next (e.g. Ubuntu 6.06 LTS to Ubuntu 8.04 LTS). If you wish to 'skip' a version, you can backup your data and do a fresh installation, or progressively upgrade to each successive version. For example, to upgrade from Ubuntu 8.10 to Ubuntu 9.10, first upgrade to 9.04, then upgrade 9.04 to 9.10.