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I got it earlier today, even though I had already updated to 2.1. I got the same message for 2.0.2, also after I had updated.
 
Yea, they started doing it with 2.0.2 because many people didn't know there where updates, as many iPhone users aren't highly computer literate (i.e. selling iPhone to older persons and people other than fans of Apple products).

TEG
 
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