Go to 3.52 M33 > 3.52 M33-4 and then 3.71 M33 > 3.71 M33-3. Thats the best and latest firmware so far, a newer one was released but it is really buggy.
heres the easy installer http://www.sendspace.com/file/7ziefh from there, you can just google and download update#4 to get 3.52m33-4. All you do is put the "m33update" into PSP>>GAME150>>________. Launch the update under [GAME,MEm.stick]. From there you can go to 3.71m33>> 3.71m33-2 to 3 if you want.