MySQL install/upgrade

I want to go through with updating MySQL to the latest 4.0.20 from what was on there from the RHN RPM (3.x). I downloaded the standard 4.0.20 tar.gz from MySQL website, but how do I go about upgrading it, without deleting any MySQL databases already in there?


Any help appreciated.

The best bet would be to simply back them all up to a separtae location, install the new version, then just move them back. But there might be another way to preserve them, that doesnt reqire the copy.