First you need to check that your current Mac meets the System Requirements for Both Snow Leopard and Lion...
Snow Leopard Specs:
http://support.apple.com/kb/SP575
Lion Specs:
http://www.apple.com/macosx/specs.html
If it does... then you need to Purchase and Install Snow Leopard Disc,
Mac OS X 10.6 Snow Leopard
And then Purchase and Install Lion...
http://www.apple.com/macosx/how-to-buy/
Would Also Recommend that you do a Bootable Clone Backup of your current Hard Drive Before attempting any Major Upgrade...
By far the easiest way to make a Backup, is to use something like
SuperDuper http://www.shirt-pocket.com/
or CCC http://www.bombich.com/
Also... For Lion... Check the Compatibility of Third Party Applications you may be using...
See Here:
http://roaringapps.com/apps:table