What type of acoustic do you have? If it's a folk/rock etc acoustic that's had steel strings from new, then fine. But if what you've got came supplied with nylon strings, then get the neck checked out before you try.
If a guitar's built to have steel strings, then the neck will have a metal strengthening rod through it to help it take the strain. Most classical style guitars aren't - putting on steel strings and bringing them up to tension carries a strong risk of twisting, warping or evening splitting the neck.