Yes, do it one step at a time. Upgrade to 2009, then if you want to go to 2009.1. I have had problems from 2009 to 2009.1 on one system. I finally decided to fromat the root partition, and re-install.
I would also suggest you go here -->
http://mandrivausers.org/index.php?showforum=7
and read through the Errata and Release notes for any known problems related to specific hardware.
If you go to 2009 or 2009.1, be aware if you install KDE it will be version 4. Some people like it, some don't. There are ways of installing 3.5 just like 2008 ( if you prefer that ). Version 4 takes some getting used to.
Hope this helps.