Please check very carefully that you download the firmware that matches your exact router model name.
In newer models, you can upgrade from the router's own web interface (System Maintenance -> Firmware Upgrade. For older models, the firmware utility is contained within the Router Tools (downloadable at the foot of this page). Firmware is normally supplied in two different styles: The ALL file will just upgrade the firmware, whereas the RST file will upgrade the firmware and wipe all settings back to factory defaults.