2.36 came out yesterday (June 18). Sony also officially confirmed that in-game XMB and trophies will be in the 2.40 update. But no word on date for 2.40 yet, everything you read so far will just be speculation.
I also read that the trophies will be compatible with 70% of the games currently on the market. I have no idea if you would have to replay the games though. Plus the trophies could be for extra things that you didn't have to do to complete the game, giving those games even more replay value.
I wish they would have release 2.40 and give me my damn in-game xmb. I hate these minor, no new features firmwares. Reminds me of the psp, constantly releasing minor updates to patch security but released as improved compatibility.