The latest available software release for the E63 is the version "500.21.009/501.21.001" - The most recommended update method would be to:
Downlload and install the Nokia Suite from here http://nds1.nokia.com/files/support/global/phones/software/Nokia_Suite_webinstaller_ALL.exe
Connect your phone to your computer with a compatible USB cable.
Start Nokia Suite, and select Tools > Software updates. Then select the updates you want to download, and select Install.
Note: A good internet connection is recommended.