Do you want to go to a CEX firmware or a DEX firmware?
For DEX I would suggest: 4.50 ita
For CEX: 4.50 rogero? idk about cex firmwares.
But basically if you want to go DEX you'll need to flash your console
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and, as for your other question
You'll need to put it on your usb. *usb*/PS3/UPDATE/PS3UPDAT.PUP
and if you're going to a cex firmware, you can just update straight off the xmb. Hope this helps ^_^