How to update iphone 4 from ios 4

Dear iphone users,
I currently have iphone 4 with ios 4.2.1. and I would like to update my ios to latest ios.
As I have understand, it is neccessary to update it first to ios 5, and then to ios 6.
Could you please explain me step by step procedure on how to do that?
Should I do it with iTunes and how?
Thanks in advance

Connect to iTunes on the computer you usually Sync with and “ Check for Updates “...
See the Using iTunes Section Here...
How to update your iPhone, iPad, or iPod touch

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