Upgrading Ubuntu 10.10

I have Ubuntu 10.10 installed and I want to upgrade to the latest LTS version. In Update Manager it says:


New Ubuntu release 11.04 is available

but if I click upgrade I get the error message:


Failed to fetch
Fetching the upgrade failed. There may be a network problem.


(The network is fine. I can access external web pages).


Now System->About Ubuntu says I'm running 11.04 but lsb_release -a says I'm still running 10.10
How can I get upgraded to the latest LTS version of Ubuntu?