I bought an old site to improve it. I guess I didn't realize no upgrades where done on it, so it is running WP 2.8.5. The automatic upgrade to 3.3.1 fails as it also running MySQL 4.1.2.2 and WP 3.3.1 requires MySQL 5.0. I've googled around but can't find much to help me on upgrading MySQL. Can any give some help on how to do the MySQL upgrade correctly?
What host is it with? You should be able to call them and ask how.With some hosts it's just a check box in the Control Panel, and others have you add a snippet of code. But first and foremost you have to know what version of PHP they have available, so you would need to contact them to confirm. You also need to insure that the site can even be updated to 3.3.1. WordPress 3.0 was a milestone in changes and upgrades. Almost every theme and plug in needed to be updated in order to work on 3.0. It was a big deal. Every theme and plug in didn't cross over to be compatible with the newer version. Most did, but the fact that this far after 3.0, there is still a site running 2.8.5 which is from 2009 (3 years ago) would cause me to be concerned. It may be possible that upgrading will break the site or some of the plug ins that it is running. I'd check all of that out before I upgraded.
Sounds like you need an upgrade of both host and wordpress, the easiest thing to do is get half decent new hosting, set up a new, empty, wordpress, then import the content.
mysql 5.0 ur host must update because of root access. after mysql update from ur host or u shiftet to new host u can try auto upgrade imo