[Register or Login to view links] is the link for 3.55 Kmeaw's Custom Firmware (The most popular CFW), I would suggest you download 3.55 OFW from [Register or Login to view links] and install that first.
You just install it like you would install any other firmware update from your USB. (PS3/Update/PS3UPDAT.PUP)
You can use any other CFW BTW, but I suggest you use Kmeaw's CFW
Ok so by updateing to Kmeaw's 3.55 cfw, i can still run all the games i have saved to the hdd with out changing anything like the eboots?
Also what about newer games id like to play that run on this cfw? (whats the cut off point that i can play up to)
Yes you can play your games you had on 3.41. When you install 3.55 CFW you can play games up to 3.55 FW, 3.56 games will require you changing the Eboot.bin and 3.60+ games won't work ATM (Some have been fixed by a retail update by sony which contains 3.55 FW or less).
Games that have a modified Eboot.Bin to work on your 3.41 consoles will require you changing the Eboot.Bin back to the original one or updating the game, (Make sure the update is not 3.56+).
You can find some original Eboot.bin files for your games here.
Last edited by HeyManHRU; 09-10-2011 at 08:17 AMReason: Automerged Doublepost
Many games are safe to update (signed for up to 3.55), but some will replace the eboot with a newer-signed one (like the GT5 update I believe).
There is a useful program called PS3 Updater that can collect the whole set of updates for you, as well as tell you what firmware is required for each update (which will prevent you from breaking the game). Latest version I've seen is 1.41.