How to install the ios 5.1.1 update?

How do I install the ios 5.1.1 update on my Iphone 4?

Added (1). I've looked up videos on youtube and things like that and they're always talking about the phone being jailbroken. I don't have a jailbroken phone. It's legit. And I don't want to jailbreak it.

It is as simple as a cream pie,
FIRST connect your iphone with your PC and connect with I tunes
SECOND you will receive a notification that your iphone has received an update ios 5.1.1
THIRD sync all of your apps and data
FOURTH download update
FIFTH install and backup your iphone
SIXTH IT WILL TAKE 10 TO 15 MIN APPOX
SEVENTH SETUP YOUR IPHONE 4G
EIGHT: REMEMBER YOU SHOULD HAVE INSERTED YOR SIM AND CONNECTED TO ITUNES
NINTH: CONGRATS YOU ARE DONE WITH your UPDATE ENJOY!

TENTH;THIS METHOD WILL ONLY HAPPEN IF YOUR IPHONE IS FACTORY UNLOCK,
YOU KNOW WHAT I MEAN

IF NOT UNLOCKED
NOT BIG A PROBLEM CONTACT ME AGAIN BECAUSE I'm A JAILBREAKER: p

If you have iOS 5 or higher go to Settings > General > Software Update

If you do not have iOS 5 connect to your computer with the USB cord. Open iTunes and it will tell you what updates are available for the iPhone. Click on the Update button and go and watch a movie as it will take some time to update from iOS 4 to iOS 5.