PLEASE HELP; Updating iPhone 4 without losing apps or data

Hi,
I want to update my iphone 4 but when I try it notifies me that  I will lose the apps that are currently on the phone. This is after I've synced my iphone with the iTunes on my mac in order to back it up.
If I click to sync Apps through iTunes, it tells me it will delete what is on the phone to match what is saved on my computer (there are apps saved on the computer which I have since deleted off my phone..!) So how do I back up my phone apps and save them from being deleted when I update the operating system?
I remember when macs were quite straight forward and simple to use, but now I am almost always confused when I try to do something!!
Will be grateful for any advise, thanks!

Sync Apps under the Apps tab for your iPhone sync preferences with iTunes should have been selected from the start and remain selected. This way after downloading an app direct with your iPhone the app will be copied to your iTunes library automatically the first time you sync your iPhone with iTunes after doing so. And you can download an app with iTunes on your computer, select the app under the Apps tab folllowed by a sync to install the app on your iPhone. To remove an app from your iPhone without deleting the app, deselect the app under the Apps tab followed by a sync. To reinstall the app on your iPhone again later, reselect the app under the Apps tab followed by a sync. If you restore your iPhone with iTunes if wanted or needed, all apps are in your iTunes library to be reinstalled on your iPhone.
With your iPhone connected, at the iTunes menu bar go to File and select Transfer Purchases From - the name of your iPhone.
After confirming all apps on your iPhone are now in your iTunes library, select Sync Apps followed by making sure all apps on your iPhone are selected below before sycning.

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