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Yes, the PDF instructions are most helpful. But it's really simple: download zip file to computer. Insert camera formatted CF card and copy FIR file to it. Confirm it's about 32Mb. Insert CF to camera and turn on. Go to MENU and find the firmware option (Wrench 6). Use SET to select and follow instructions. It will tell you what version you currently have (1.1.1) and ask if you want to update. When you say yes, it will automatically read the CF card.
I only offer this, as the camera does NOT automatically update the firmware just because you insert the CF card into the body and turn it on. You must actively select the update option through the menu system, and confirm more than once that you want to do this.
It takes about 7 minutes.