I have an iphone 4 running iOS 4.3.2 how do I upgrade to the current iOS without losing any of my data?

I guess this all goes back to me wanting to sync my photos from my phone to my computer. In iTunes I don't have the option to sync from my phone to the computer. I just have the ability to sync from Computer to the Phone.
Thanks in advance

You were probably thinking of syncing photos from your computer to your iphone http://support.apple.com/kb/HT1386
Usually when you sync your phone to itunes it creates a backup for you.  But I like to do one manually just to be on the safe side.
Once you done the backup, then go ahead and update your phone.  After the update is done your phone should be exactly the same.  No data or info should be lost.  - If it is lost you can restore to the backup you just created.
To do that on your phone you would go to settings - general - reset - erase all contents and settings - wiping your phone clean, then you'll have the option to restore from backup.

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