Upgrading E71 firmware
Thought I'll just share the steps I followed to upgrade my phone (for those that are unsure

)...
First read this before updating your phone (to backup and restore your phone data)
http://nokiae71.wordpress.com/2008/11/19/before-your-update-yours-e71-or-other-s60-phones/
Then read this for a (little) more info regarding your phone's product code.
http://blinkthinks.wordpress.com/2008/07/23/nokia-e71-asian-product-codes/
After you've done your backup, remove the Memory Card from your phone.
Connect your phone to the PC via the USB cable (selecting PC Suite from the options).
Download Nemesis Service Suite Beta 1.0.38.14 from
http://www.b-phreaks.co.uk/index.php?main_page=page_2
Extract and run the NSS installation package.
Select the
Virtual USB Device option when asked.
Launch NSS (Nemesis Service Suite)
Click on
Scan for new device (the magnifying glass).
Select
Phone Info from the toolbar.
In the Action panel, click
Scan.
Your phone's IMEI number should come up on the left (with some other info)
Click
Read in the Product Data Edit panel.
Change the Product Code to your desired product code (see note below).
Check the Enabled checkbox next to it.
Click on
Write.
Exit the program.
Code:
I used the following product code for my phone...
CODE: [b]0567045[/b]: RM-346 EURO A UK/IRELAND GREY STEEL
You're phone should now be ready for the firmware update.
Launch NSU (Nokia Software Updater)
Start the update process (NSU should report an update available - 200.21.118)
While it's downloading (107Mb), go watch <
enter favorite series name here>

.
After the software update, disconnect your phone from the USB cable.
Put your Memory Card back.
Enter your pin.
Enter the country, time, etc (same as when you first switched on your phone)
Restore your phone data (from Memory Card or PC depending on how you did the backup)
Not sure whether you must change the product code back or not, but my phone is working fine with the new one (I might eventually change mine back)

If you want to (or need to) change your product code back, do so with NSS again.
Disclaimer: Updating your phone's firmware is done so at your own risk and can destroy your phone if something goes wrong. I cannot be held responsible if anything happens. All this information was gathered from various sources on the internet and applied exactly as stated above on my phone.