i had to search online since it was my first time too..
simply go download the .ipcc that Diddy posted.. then remember where it saved.
TO be extra careful this is what i did after reading over a post on a different forum.
quit itunes.
go to terminal and type in: defaults write com.apple.iTunes carrier-testing -bool TRUE
then hit enter...
open itunes... then select your iphone on the left. over on the summary tab, hold down "option" while clicking the update button next to iphone firmware. NOTE: ive done this on a mac using the latest itunes, an im not sure what button you hold down on windows to do the equivalent. probably alt, but im not sure. This gives you the ability to choose a custom install file from a location other than where iTunes is programmed to read from
select the .ipcc file you just downloaded... then click Ok.
give it 5 seconds. them boom. youre done.
reboot the iphone. and send an MMS.