Using the standard upgrade proceedures, Debian Etch + LVM will fail to upgrade to Debian Lenny gracefully. This is due to the kernel modules and is simple to avoid.
Before changing apt sources (They should be etch)
apt-get update
apt-get upgrade
reboot if kernel upgrades
Now change your apt sources (Lenny or Stable)
apt-get update
apt-get upgrade
NOTE: At this point lvm2 is [...]