First step is to purchase a Snow Leopard DVD and install it in your Macbook Pro:
Then you have to run software update and install 10.6.8.
Then you can create an APP STORE account.
Depending upon your Macbbok Pro age and configuration, it may be eligible to install LION or MT LION. IF possible, more RAM will be desirable.
You can buy Mt. Lion from the APP STORE. If your Macbook pro does not meet Mt Lion requirements and does meet Lion requirements, you will have to call Apple support and get a redemption code for Lion.