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 for lenny, or stable for testing
2. Update and upgrade
sudo apt-get update && apt-get dist-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 to do this, so GDM or KDM could be restarted without problems.