dumping from oracle 9i to 10g -doubt

hi, we have database in oracle 9i.
we bought new server machine and
planning to install oracle 10g. so to utilize the new machine as
server i am planning to dump the oracle 9i export file (.dmp)
into 10g version database server. will i get any
problems. what precautions should i
take care?

No problem at all.
Exp/Imp is the preferred migration method.

... and the Utilities guide has an appendix that tells you what version to use to export and import when using different server versions.