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New Mandatory PSP update came out today. 6.61 FW

Sorry I have a really noob question. I have a PSP with CFW (6.20) but yesterday I bought Suikoden and Suikoden 2 off the PSN. When I try and transfer it from my PS3 I'm getting a message saying I need to update the firmware. How do I go about updating the console so I can retain its CFW capabilities but still be able to transfer my PSN games across? Do I have to uninstall the CFW then upgrade to official firmware then install the latest CFW? How does it work?
 
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