I take it you mean "firmware". If you have a wireless connection set up for your PSP to go online just go into the System menu and at the top you will see System Update. Select that and choose "update via internet"- if there is a new firmware available it will download to your memory stick. The official Sony sites have the download available via the PC as well as instructions on how to transfer to the PSP for those that do not have wireless access.
When updating your firmware be absolutely sure to have the ac adapter/ charger plugged in- if the PSP conks out partway through the install you will have bricked the system, making it useless.