It won't upgrade your firmware, but, for future reference, If you want to Data Transfer from the jailbroken PS3 to the 4.00 PS3, you'll have to use a Firmware Spoofer, like this one.
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You can't sign In, but you can Data Transfer.
"how do i get my games to go to Game Data Utility?" Please rephrase that, I'm not sure what you're asking.