Sorry was on a holiday vacation.
Its fairly easy to upgrade.
eXa posted the Page were you can download the firmware and a tool called Odin. But the best FAQ that can help you a lot is on xda-developers. Heres the link:http://forum.xda-developers.com/showthread.php?t=723596
I know that this is a lot of text but its easy. You start your phone with holding the home+lower sound and the power button and connect it to your pc. After this the Tool Odin will recognize it. Then you use the 3 files that you can download at samsung-firmware.webs.com and the 512.pit file.
Click on the Start button and thats it.
Heres the Information from the Topic from Darkstriker:
A.Flash Firmware using Odin.
Note: This will in (almost) all cases erase all your data and applications. It will NOT touch the internal or external SD card.
-Odin3 version 1.0 (Note: Odin should be on the system partition (the partition where windows is installed) to avoid possible issues)
-".PIT" file for the Samsung Galaxy S (Note: There are two versions of the .pit file. Firmwares prior to XXJG5 are reported to work with both .pit files, firmwares from and including XXJG5 require the file ending on 512.pit and need the repartition option checked, on the first time you use the 512.pit file!)
-Desired firmware package
1.Open ODIN. (And close Kies, if you have it open. It is important to have ODIN open BEFORE connection the phone via USB!)
2.Select the PDA/Modem/CSC/.PIT files in Odin. (.PIT and PDA are required. CSC and Modem are HIGHLY recommended. May be necessary depending on the PDA)
3.Remove the SD card and SIM card from the phone.
4.Turn the phone into the download mode by pressing and holding VolumeDown+Home+Power.
5.Connect your phone with your computer and wait until the drivers are installed.
6.If the drivers are installed, click Start.
7.The phone will be flashed and once it’s finished, it will boot up. (Do NOT disconnect the usb-cable, remove the battery or otherwise interrupt this process!)
8.You have successfully flashed your phone.
Remeber that you will lose warranty if you update it but you can always flash back to the stock ROM.
I haven't updated to Froyo because it is very buggy at the Moment, but the JM2 firmware works great for me.