This is straight from The Z's website, zload.net:
"With this tutorial I will show you how to update your 3.XX OE CFW to a newer Firmware
If you run a OFW updater on the 3.XX OE CFW it will give you an
(DADADADA) Error. At first you have to update to the 3.71 M33 CFW, and from it you are able to update to 6.60 OFW.
At first you have to download the OE CFW Updater [
http://zload.net/v2/archives/file/?id=241701 ], which you put on the PSPs memory stick.
Now you run the 3.52 M33 Updater and install the 3.52 M33-1.
Next you run the revision update 3.52 M33-4 which updates the 3.52 M33-1 to 3.52 M33-4. Now you shutdown the PSP, keep pressed the R trigger which opens the Recovery Menu. Inside the Recovery menu you change the kernel from 1.50 to 3.52 (configurations -> Homebrew Kernel).
Now you install the 3.71 M33 CFW, which has the title PSP Updater ver. 3.71.
After installing the 3.71 M33, you are able to install the 6.60 OFW."
Then, once you're done with upgrading to OFW 6.60, unpack PROUPDATE and CIPL_Flasher from the package below (PRO-Cfix3 download link). Put them in PSP>GAME>in here. First launch the Pro Updater, and press X to install the CFW. Press X to reboot and you'll be on PRO CFW. Then, launch the CIPL Flasher and press X to make the CFW permanent. Then you're done!
Keep in mind, I recommend you to keep both of these programs (PROUPDATE and CIPL_Flasher) on your memory stick, because you never know you might need them in the future.
BUT! Don't install PRO-C2! Even though it's the latest official build, it's bugged and PSN PS1 games don't work. To keep it short, if you want the latest fully working build of PRO, I recommend you PRO-C:
http://zload.net/v2/archives/file/?id=2417534
That pretty much sums it up, please write back for any questions!
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