Nokia 5250, firmware version v11.0.008 is supposed to be available for most of the generic Euro codes as 'Over The Air' update and will be progressively available at the Nokia service points and through Nokia Software Updater as well.
According to pretty short bulletin of the changes issued by Nokia, firmware v11 brings just minor improvements but it is still highly suggestible to get it as it usually brings dozens of bug fixes and improves reliability of the phone.
Nokia 5250 supports the User Data Preservation but it is anyway highly suggestible to back up your phone memory before performing a firmware update just as precaution measure in case something goes wrong.
* Improved Bluetooth performance
* Improved connectivity when using a Bluetooth headset
* Improvements to the FM radio