Assuming u're wanting to upgrade to 3.90 m33-2,
First, dl the 3.90 m33-2.rar from dark-alex.org.
Second, dl the 3.90 ofw eboot file from
http://www.psp-hacks.com/file/1406From the 3.90 m33-2.rar, extract the UPDATE folder to X/PSP/GAME, where X denotes the PSP drive.
Rename the 3.90 ofw eboot file from EBOOT.PBP to 390.PBP and copy it into the UPDATE folder.
Then, just run the updater from ur XMB under the game column.
P.S. Make sure ur battery is above 78%. (That's the pre-requisite if i'm not mistaken)
Hope this helps.