Well I suggest you upgrade to CentOS 3.4. In fact, if your yum is configured correct, it should have already upgraded you to CentOS 3.4 automatically sometime back. CentOS 3.4 is basically more packages with patches etc.
CentOS 4 upgrade is not recommended unless you know what you are doing and is an advanced administrator which I doubt since you are asking for "easy steps"
You can't change to Freebsd from CentOs without a reinstall. and not to Debian either