aptitude security updates

[roberto <roberto03@gmail.com>]

hello
i am trying to update an old machine running sarge to etch and then to lenny;
a couple of questions
1. is it still possible ?

2. following release note for etch, i am updating the old sarge to its
latest stable release, via "aptitude update"; running this command, i
get the following errors:
W: Couldn't stat source package list http://security.debian.org
sarge/updates/main Packages
(/var/lib/apt/lists/security.debian.org_dists_sarge_updates_main_binary-i386_Packages)
- stat (2 No such file or directory)
W: Couldn't stat source package list http://security.debian.org
sarge/updates/contrib Packages
(/var/lib/apt/lists/security.debian.org_dists_sarge_updates_contrib_binary-i386_Packages)
- stat (2 No such file or directory)
W: Couldn't stat source package list http://security.debian.org
sarge/updates/non-free Packages
(/var/lib/apt/lists/security.debian.org_dists_sarge_updates_non-free_binary-i386_Packages)
- stat (2 No such file or directory)
W: You may want to update the package lists to correct these missing files
W: Couldn't stat source package list http://security.debian.org
sarge/updates/main Packages
(/var/lib/apt/lists/security.debian.org_dists_sarge_updates_main_binary-i386_Packages)
- stat (2 No such file or directory)
W: Couldn't stat source package list http://security.debian.org
sarge/updates/contrib Packages
(/var/lib/apt/lists/security.debian.org_dists_sarge_updates_contrib_binary-i386_Packages)
- stat (2 No such file or directory)
W: Couldn't stat source package list http://security.debian.org
sarge/updates/non-free Packages
(/var/lib/apt/lists/security.debian.org_dists_sarge_updates_non-free_binary-i386_Packages)
- stat (2 No such file or directory)
W: You may want to update the package lists to correct these missing files

so i need to know if i may go on all the same or it is necessary also
to do a total security update for sarge before trying to upgrade to
etch;
and, if case, how can i do that ?

i post also my sources.list (and if you note errors please tell me ...):
#############################################################################################
# Official Debian mirror
deb http://archive.debian.org/debian/           sarge main non-free contrib
deb-src http://archive.debian.org/debian/       sarge main non-free contrib
deb-src http://archive.debian.org/debian/       sarge main contrib non-free

# Security updates
deb http://security.debian.org/ sarge/updates main contrib non-free
#############################################################################################

thank you very much in advance
-- 
roberto