I have upgraded to Ubuntu 10.10 from 10.04, but the upgrade removed some of my packages that I had manually installed. These package (Dekiwiki from Mindtouch amongst others) are not supported by Canonical.
The removal of this packages resulted in the removal of my website. Off course this is my responsibility, but how can I prevent such things from happening in the future?
On servers, you should always review the upgrade process and which packages are being offered for removal.
Ubuntu's upgrade process usually doesn't remove packages for no reason. Possibly it was due to dependency issues with other packages. Unfortunately, without access to logfiles it's not easy to find out the specific reason why your packages have been removed. Depending on the mechanism you used to commence your upgrade, you should find logfiles in /var/log documenting the upgrade process.
If what you mean is that you want APT to prefer a certain package version over another ( keep older version and not install/upgrade to new version) take a look at https://help.ubuntu.com/community/PinningHowto