How to Update an iPhone 3G
Apple uses its iTunes software to keep all of its portable devices up-to-date, including the iPod, iPad and iPhone. With the release of the iOS 4.0, Apple's latest device operating system as of time of publication, many users are choosing to update their iPhone 3GS to the new software. The update checking system in iTunes notifies you if a new update is available for your device and installs the update automatically when requested.
Open Apple iTunes.
Connect your iPhone to your computer using the Apple iPhone USB cable. The iPhone appears in iTunes under the "Devices" menu.
Click "iPhone" under "Devices" in the left menu.
Click "Check for Update." ITunes will notify you if your iPhone has any pending updates or if it is fully updated.
Accept the terms and agreements of the new update and follow the prompts to finish your update. The iPhone may restart during this process.