After checking for new iPhone 4 updates, completing the upgrade will be easy. While still synced to your computer, press "Update". If you got the pop up box notifying you that an update is available, press "Update" directly from the box. If you checked for an update from iTunes and found a new iPhone software version available, press "Update" from the iTunes summary page for your device. Once you have directed iTunes to update your iPhone 4, the following confirmation box will pop up:

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Press "Update" again to confirm the iPhone software upgrade. As soon as "Update" is selected from the confirmation box, iTunes will automatically take your phone through the steps to perform the software update. You will see the following screen appear first, notifying you that iTunes is preparing your phone for the update and extracting the current software version:

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When this step is complete, iTunes will then begin installing the newest iPhone version available. The following screen will appear:

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You will need to wait several minutes while iTunes restarts your device and installs the newest iPhone upgrade. When the update is complete, your device will automatically sync to the computer again. After the sync is complete iTunes will tell you that it is safe to disconnect your device. You have updated your iPhone's software and may now disconnect from your computer. Your iPhone 4 upgrade is as easy as that!