Ubuntu 8.04 is an LTS release and as such its settings for updates is
conservative. You can change them from Synaptic to make them more aggressive.
However, this is not how you upgrade to the next level. You want Update Manager.
It should be in your menu somewhere. I am in KDE now, not GNOME so I can't tell
you where it is located. Sorry. You can launch it from the commandline with
update-manager. But you can also upgrade from there with:

$ sudo apt-get update
$ sudo apt-get upgrade
$ sudo apt-get dist-upgradeHere is a complete guide:
http://www.ubuntu.com/getubuntu/upgrading

Go to System, Software sources, updates tab, and select Normal Releases
from the selection at the bottom.