Things You'll Need:
The first thing you will need to do it make sure your Itunes is updates. You will need to use itunes 8.2.
Next you will need to connect your IPhone to your computer. You should of received a data cable with your IPhone. Just simply connect the USB connection to an available USB slot on your computer. Once that is connected simply connect the remaining end to your phone through the charging slot in the bottom of the phone.
With Itunes pulled up locate the source list on the left side of the page. You will then locate the devices section and your IPhone should be listed there. Just click on your IPhone.
Once you have your IPhone selected you will see the IPhone summary page. On this page there is a button to check for updates. By clicking this button iTunes will check your phone to see what version of software you have and let you know if there is a software update available.
Click download and install to upgrade to the newer version of software for your IPhone. Make sure you leave your phone connected while it is updating.
Once the update is done it you can disconnect your IPhone and enjoy all the new features and updates to current features.