I am having trouble updating my iPhone 4

When I use the tutorial to upgrade my phone, it tells me to go to Software Updates which is not available which is not available on my general settings.
I want to upgrade to as new a version as I can

That is only a feature of iOS 5 or later... If you have iOS 4... See Here...
http://support.apple.com/kb/HT4972
Connect to iTunes on the computer you usually Sync with and “ Check for Updates “...
If an Update Appears Install it... if not... you are up to date for your particular Device...
See the Using iTunes Section Here...
How to update your iPhone, iPad, or iPod touch

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