You cant do anything without the "NOKIA SOFTWARE UPDATER" software.
So head over to
www.nokia.com first and get the software (it doesnt come on the CD you get with the phone).
Install it FIRST before plugging your phone into the pc via USB.
When you run the program, follow the instructions.
It will run and then tel you: YOUR N95 is on version x.x.x.x.x and there is (or isnt) an upgrade to version x.x.x.x.x.
REMBER TO BACKUP YOUR PHONE AS UPDATING WIPES IT CLEAN!!!!!!
Have fun.
Stuff works alot faster on the latest version and the camera gets a quality boost too.