Pl identify which exact "11g" versions. For 11gR2, you will need to be at least 10.1.0.5 to perform a direct upgrade (either by scripts or DBUA) - Preparing to Upgrade Oracle Database
How big is the database and how much downtime can you afford ?
So you will first need to apply the 10.1.0.5 patch set (follow instructions in README), assuming you want to upgrade directly.
I would highly recommend you use DBUA to perform the upgrade - it automates many tasks and eliminates human errors.
See MOS 870814.1