Upgrade Mysql on Server

HI i have mysql , version 3, need upgrading to MySQL 4.1.15 . I am trying to set up private virtual server in same fashion as my existing one, so also need to enable users etc - currently saying - no privilleges set - so i would like all my domain mysql users to have full rights i would not like to give access to my server, so instead would like a line by line instruction - if that is okay.