If you are using iTunes to download it, then open your Internet browser, search for iOS 4.3.5 and download it to your desktop. When the download is done, connect your iPhone to your computer, open iTunes, and near the "update" icon click on the "restore" icon, at the same time you are clicking on the restore icon, make sure that you have the shift key on your keyboard press down. A dialogue window will open, point it to your destop and locate the iOS 4.3.5 which you downloaded.