autocd: invalid option name (bash)

It is posible to add some extra options to the bash like autocd option. This option allows us to change the actual directory without using cd command.

Without autocd 
pron@debian:~$ cd Desktop
pron@debian:~/Desktop$

With autocd
pron@debian:~$ Desktop
cd Desktop
pron@debian:~/Desktop$

To add this option to our bash:
$ shopt -s autocd
or
$ bash -O autocd (this last, we'll create new bash enviroment)

But in my Debian 5.0 /bin/bash version was 3.2.39 that didn't work autocd option. So when i tried to activate the autocd option i get this error:

$ shopt -s autocd
bash: shopt: autocd: invalid shell option name

The shopt command is a SHELL BUILTIN COMMAND. They are commands contained within the shell itself. I realized that my bash version did't support autocd option. So, i installed a new bash version (4.0.0) from GNU web page.

Once installed the new bash version, it's necessary to change your user default shell. My new version of shell was installed in /usr/local/bin/bash. So the first step was to edit (like root) /etc/shells to add the new shell location (/usr/local/bin/bash). After that, you could change your user bash using chsh command. It prompts for your user password, and then you type your shell location (in this case /usr/local/bin/bash). Finally, to set all changes, it was necessary to exit from you account. If you are in a gnome or KDE enviroment, logout from your user account and login again.

After done all this you can use the autocd option. To set it permanently, you can edit your ~/.bashr file and add 'shopt -s autocd' command.

Source:
http://www.linux-magazine.com/w3/issue/111/088-090_command.pdf
http://www.gnu.org/software/bash/manual/
http://linux.about.com/od/bgb_guide/a/gdebgb16t01.htm