How Do I Upgrade From Mac OS X 10.5 Leopard To OS X 10.7 Lion?
In order to use OS X Lion you must first have Snow Leopard installed. So the correct process is to purchase and install Snow Leopard, then purchase and install Lion from the Mac App Store.
You cannot get the Mac App Store with Mac OS X 10.5 Leopard and downloading Lion from the Mac App Store is one of only two ways to acquire it. The other option is to buy the OS X Lion USB Thumb Drive (which is more expensive than the download), but even if you have it you must still have at least Mac OS X 10.6 Snow Leopard for it to install.