Are you using a nokia having symbian inside?
You can update the firmware using Nokia phone update or from Nokia service center (NSC is the best). If you are updating it yourself there is a chance for problems. You can update yourself using Nokia Software updater which can be downloaded from nokia website.
DONT FORGET TO TAKE A BACKUP OF YOUR CONTACTS AND FILES, UPDATING PHONE WILL REMOVE ALL THE FILES AND CONTACTS (IT WILL BE JUST LIKE A NEW PHONE)
How to check your firmware version - type *#0000# and press call button, this will display your firmware version
How to know latest version is available or not - go to http://europe.nokia.com/A4577224# and there is step by step instruction to check the latest firmware.
Now they released a new firmware for Nokia n73 which am using. So check and update yours.