If you are on 3.80m33 then there is no need for a umd to be in.
I don`t know what scotty`s guide says on upgrading to 3.90m33 but if you have a wireless router you need to configure a network connection on your psp then go to Network Update on the main psp screen(the xmb) and connect .This will go direct to dark alex`s updates and all you do is follow the instructions.
For a manual update go and get the 3.90m33 update from dark alex,psphacks etc and copy the UPDATE folder into /PSP/GAME/.
Get the 3.90 sony update from somewhere, and put it in same folder, with name "390.PBP".
Run it, the update will be done by Sony updater. At the end when you are asked to reboot the
PSP pressing X or O, do it.
One other thing you can(should) do is format your memory stick in the psp so it creates the correct folder structure.
To change the driver you are using there is no need to go into the main config menu(by hard powering down the psp and then restarting holding R button),you just press select and the VSH menu opens select your umd driver here i have found the Sony NP9660 works best.