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First, download the update from the LinkSys site. Unzip the downloaded file to a folder of your choice ... /linksys for example. The unzipped files include a .pdf instruction file, which will tell you how to proceed.
Important: This is NOT mentioned in the .pdf file, but it is strongly suggested that you remove all connections from your LinkSys BEFSR41 except the one for the computer you will be using!
Next, click on the TFTP.exe file in the folder you created. Enter your password (admin if you haven't changed it), use the browse feature to navigate to the same folder, and find the code.bin file there. Then, click on "upgrade". You should see a progress bar, then the message that you have successfully upgraded your BEFSR41.
Not removing the other connections from the router can cause a corrupted firmware, and the dreaded flashing diag light. To recover from this, you will have to follow the process outlined in this FAQ entry, although it may not be necessary to follow the portion that involves your NIC.
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