Hi Gary,
This is quite a big subject. You need to learn about editing the /etc/apt/sources.list file, running apt-get update and apt-get upgrade commands, and have some idea what you are hoping to achieve. Stability and security are not the same.
See
http://forum.kanotix.net/viewtopic.php?t=10245

Debian stable is very stable indeed and updating and upgrading should not break it. New features are added all the time to Sid (unstable). Testing concentrates on new features as well. If bugs are discovered in testing or unstable versions that affect the stable version, then eventually the stable version will be patched to make it even more stable/ secure. If the bugs are related to new features only found in the latest unstable or testing versions then they are not fed back into the stable version. Thus even Kanotix is likely to break if upgraded regularly. Knoppix tends to be less cutting edge than Kanotix, and by editing the /etc/apt/sources.list file on a hard disk installation to point to only stable mirrors should result in very stable version over time.

Maybe you could read
http://www.faqs.org/docs/Linux-HOWTO...ess-HOWTO.html
parts 1, 2 and 3 and then ask yourself why bother?

My /etc/apt/sources.list has been edited to point to only stable sources.
Here it is, hope this helps.

deb ftp://debian.hands.com/debian/ stable main
deb-src ftp://debian.hands.com/debian/ stable main

deb http://security.debian.org/ stable/updates main