1. Download and install the latest version of iTunes from http://www.apple.com/iTunes
2. Connect your phone to your computer. Use a direct USB port on the computer, NOT a hub
2a. If you don't have a laptop use a USB connection on the back of the computer, not the front
3. The iPhone should appear in iTunes in the list on the left. Click once on its name.
4. To be extra safe, if you don't have a Mac temporarily disable your firewall and antivirus
5. Click the Update button on the Summary page that is displayed on the right.
6. When asked to download and install or just download chose just download.
7. When the download is finished click Update again.
8. Read the update notice and continue.
9. Wait. Ignore any messages you see on the phone.
13. When the update finishes log on to your phone as you usually do.