Go to http://www.universal-robots.com/download/?option=16460#section16459 and select controller version and then which software release you want(read the release notes!!!) and then hit download.  Save it to a known folder and check that the file extension did not get changed to an excel file extension.  If it is anything other than .urup change it back to .urup but do not change the filename itself, just the extension.

Then save this downloaded .urup file to the root directory of a thumb drive and put in the robot pendant usb port.

Navigate on the pendant to the robot setup screen and select "update robot" and hit "search"
The software release number should show up on the box on the right.
Select the release and hit Update! 
Sit back and let it do its thing. It should take about 10 min or so. When you initialize your robot and hit "ON" it will update the joint firmwares as well automatically, takes about 2 min max.

Hope this helps.