System Preferences -> Software Update, hit the "check now" button and install all updates. Some updates can't be installed until others are, so do this as many times as it takes until there are none left. Also, stuff like "iPod Updater" and "Brazilian Language Packs" you won't need to install, so select them and use the "Make Inactive" menu item.
10.2.4 is the latest; it's a 70 meg download for the combined updater. You'll probably also need the latest QuickTime and a few other things.
There's really a lot for you to download probably. I'll write up some more stuff later, when I'm not at work.
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