How?
Read this http://codex.wordpress.org/Upgrading_WordPress

That means two security-related releases available for both users of WP main 2.2 branch and the legacy 2.0 branch. As these releases include only security and minor bugfixes they should not cause any plugin or theme compatibility issues, so you have no good excuse not to upgrade.

http://wordpress.org/download/

Easy step:
1. Download they all to your WP directory by file manager or ftp and extract it.
2. Change all their permissions to 755.
3. And nothing to do.
4. Enjoy the stability and compatibility.

PS. If you using Fantastico auto install, you must first back-up your database, use the Manage tab and Export it to your Harddisk first. And as your new version of WP installed, you can import it all. Easy.