Click on the "Downloads" tab on the left column, and it will ask for which OS you're using (Vista 32 or 64 bit), then give you a list of downloads. There's even a tab on how to upgrade the BIOS if you're unsure.
You won't have to re-install Vista, but you'll probably have to re-activate over the phone as Vista interprets a BIOS update as a new motherboard installation. It's quick, but annoying - just tell them you upgraded your BIOS and they'll read off new activation numbers to you. (This is probably the thing I hate most about Vista.)
I do recommend that you upgrade your motherboard's chipset/audio/etc. drivers while you're at it.
Uh, don't know how you got your system to update without re-activating Vista, but you will need to reactivate. Vista checks your hardware for changes - remember, they don't want you using the same copy twice.
don't even bother waiting for nehalem imo.. the prices will be inflated because there won't be much seperating the processors thanks to their auto overclocking features, it will be an overpriced X58 board since it will be the only one supporting socket 1366, and you will need a new type of aftermarket cooler which may not be released for a while yet...
Core 2 FTW!
I went from a Pentium D to a Q6600. Updated BIOS, dropped it in, rebooted, updated processor drivers (may not be required going from core 2 to core 2 but i guess it depends on feature set) and was away.