If you are looking for instructions on how to update your AT&T Samsung Captivate to the latest version (2.2 aka Froyo) of the Android OS look no further than Samsung’s site. And, please, avoid all of the sites out there that what you to register before they will give you this same link.
The process takes about 20-30 minutes to complete. After the update, all of your wallpapers and launch page layouts will be gone. No apps or data is lost, just the layouts, so you will need to recreate those.
Other than that little annoyance, I am noticing snappier performance overall from the phone so it is definitely worth the time to update.