Q: Software updates in general not there!

That option is only available after the phone is running iOS 5. To get from iOS 4 to iOS 5 you will need to connect to your syncing computer and upgrade using iTunes.

Thanks for your reply.  I am no novice, so your suggestion seems very difficult for me to follow.  Appreciate your help.

The option to update without the computer (Over the air) was made available with iOS 5. If your iDevice is using a version of iOS lower than 5, you will need to use iTunes on your syncing computer to perform the upgrade. Use the Apple link below as a guide for the upgrade.

http://support.apple.com/kb/HT4972

Also read the instructions from the section entitled "Update your device using iTunes" at the link below.

http://support.apple.com/kb/HT4623

Information regarding transferring purchases from your iDevice to iTunes on your syncing computer can be found at the link below.

http://support.apple.com/kb/ht1848