In theory, MODX runs all the upgrades in between the old and new version, so it doesn't matter as long as the old version is > 2.0. In practice, there are sometimes hitches (mostly caused by installed plugins). It's always a good idea to back up the old site first and temporarily disabling all plugins can make success more likely.
Be sure to log out before upgrading and it's usually a good idea to clear your browser cache and cookies before logging in after the upgrade.
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PLEASE, PLEASE specify the version of MODX you are using.
MODX info for everyone:
http://bobsguides.com/modx.html