I suspect this update comes over automatically if you switch on Wireless, which you do to buy a book. I don't think you need to worry if you've done this in the past few months. The reminder is probably aimed at people who rarely use it.
We have two that are quite old, although they are different models, and both turned out to have the software although neither of us had been aware of any updating.
Although, about a month ago, mine showed the wireless connected but refused to let me communicate with Amazon at all. I reset it, and its worked perfectly since. Perhaps that was the result of the download, and the reset was required to activate it.