How to update to iOS 6 without deleting apps?

When I plug my iPhone 4 into my laptop, iTunes asks if I want to update my phone to iOS 6. When I click "yes," it tells me "Updating to iOS 6.0.1 will delete all of the apps on your iPhone. To preserve your apps, apply this update on the computer where you sync them."

How do I "apply this update?" Also, when I do, will my phone's apps be deleted after updating anyway? Sorry, I'm pretty clueless about this stuff, so I'll probably need a lot of detail. I'm currently on iOS 4.3.3 if that helps.

There's no way to avoid all your apps being deleted initially. If your iPhone is still on iOS 4, then your phone has to wipe itself in order to make the drastic changes. The only thing you can do at this point is to back up your apps onto your computer and then update. Once the update is done, just sync your iPhone to iTunes again so you can get all of your stuff back on your phone.