If you are asking to upgrade to Snow leopard or Lion this does not come via software update. You must buy snow leopard and that is your first step.
Before you buy anything, first make sure your Mac is compatible.
Minimum specs for Snow Leopard. Mac OS X v10.6 Snow Leopard - Read the Technical Specifications
Note. You can no longer buy Snow Leopard from an Apple retail store, only as follows.
If you are in North America ... Last I read, you must call them (1-800-MY-APPLE). It is $29 plus tax for family pack and $19 plus tax for the individual use version.
In Europe or otherwise … call your National Apple Helpline … http://support.apple.com/kb/HE57
Once you have bought and upgraded you will need to apply the Combo updater for Snow Leopard. Mac OS X 10.6.8 Update Combo v1.
Remember to repair permissions both before and after each upgrade/update.
Once you have done that you can look at going further ... but one step at a time
is best policy