How can update my iPhone 4 from iOS 4.0 to iOS 4.3.5

Hi,

I currently have my iPhone 4 running through iOS 4.0.

As some applications require iOS 4.3+ to run, I want to update my iPhone to iOS 4.3.5

I downloaded iOS 4.3.5 for iPhone 4 and tried shift+click on iTunes, to manually select le ipsw file, but it doesn't work.

How can I update/restore to iOS 4.3.5?

Regards

Max