If you are on Joomla version 1.7 or later, you can upgrade automatically using one-click-updates. Otherwise, you can upgrade manually: just upload SEF Advance package file on the top of the old installation. If you are on Joomla 1.5 or 1.0, export your settings under the backup option in SEF Advance configuration, uninstall the old version and install the new one through Joomla component installer. Finally, go the backup again and import your settings back.