What version of WAMP are you current running? What are wanting to upgrade to?
When upgrading always back up your MySQL databases you wish to keep by logging into phpMyAdmin and clicking the Export tab. You should also backup WAMP's www/ folder too.
Once you have backed up just uninstall existing WAMP version. Delete all files/folders left over. Download and install new WAMP version. Replace the www folder with your backup. Open phpMyAdmin and click the Import tab to setup your databases from your backup.