Gee, Doug, the way blackhearted phrased the question, it seemed to me that he was starting from scratch. So, based on the first two steps from the oft-cited 'How to upgrade the OS' link:
1. Download and install to PC the latest version of Desktop Manager
2. Download the new OS you want and install it to the PC
I kinda thought that DM would be required in order to launch the Application Loader (see attached image).
Maybe I'm doing it wrong...