You might have seen yesterday that Apple debuted the new version of its iOS, 5.1. And while you may have needed to connect to iTunes to update before, now there’s no need.
To update wirelessly, connect to a Wi-Fi network, then head to the Settings app, then to “general”, and then “software update”.
There, Apple will check for updates and show you the prompt to download iOS 5.1. You’ll need 1GB of available storage, but just follow the prompts. Since iOS 5.0, you don’t need to connect to iTunes in order to update.