If your iPhone is stock from the carrier or Apple you can just plug it into your computer, load up itunes and click to update the software.
If your iPhone is jailbroken (unlocked) you can follow steps such as these to get the OS update you're looking for: http://www.iphonehacks.com/2009/10/step-by-step-guide-to-upgrade-jailbro...
Good Luck!
If your iPhone is stock from the carrier or Apple you can just plug it into your computer, load up itunes and click to update the software.
If your iPhone is jailbroken (unlocked) you can follow steps such as these to get the OS update you're looking for:
http://www.iphonehacks.com/2009/10/step-by-step-guide-to-upgrade-jailbro...
Good Luck!