To those wanting to update manually.
Download
http://android.clients.google.com/p....signed-yakju-ITL41F-from-ITL41D.11bbbccb.zip
Place the zip on your sdcard, you'll need it later.
You will first need to get your computer talking to your nexus, both with ADB and fastboot. Since you've bought a Nexus, may as well do this sooner rather than later!
http://wiki.cyanogenmod.com/wiki/Howto:_Install_the_Android_SDK#Windows
or
http://androidforums.com/desire-all...fastboot-windows-updated-1st-june-2011-a.html
Pick your link, whichever you prefer, the end result is mostly the same. If you have a Linux box (and you should!) then things are much less of a faff.
Once this is done, you need to power off your phone, then turn it on with all three hardware buttons held down until fastboot appears. Plug in your phone, it will install the drivers. You may need to tell Windows where they are, in the directory you put them when you followed the instructions above. Once done...
Run
fastboot devices
to check your Nexus is showing correctly to the computer
if yes
fastboot oem unlock
select yes on the phone, it'll factory reset so you'll lose everything in /data but not on /mnt/sdcard. So your
pics and music etc are safe, but not apps and settings!
Download Clockwork Recovery from
http://forum.xda-developers.com/showthread.php?t=1357642
It is an .img, you can choose to either boot it, keeping your recovery original, or flash it, writing over your recovery.
So, with the image in the path from which you are running fastboot
fastboot boot recovery-clockwork-5.5.0.2-maguro.img
(may as well boot first, and make a clockwork backup, which will backup the original recovery!)
or
fastboot flash recovery recovery-clockwork-5.5.0.2-maguro.img
Follow the menu options to flash a zip from sdcard, and select the zip you placed on sdcard at the beginning. It'll apply, it takes a little while, even though it's tiny, as it is patching existing files, rather than replacing them!
Choose reboot, and your done!
If you elected to only boot from clockwork, everything will still be stock, you could even at this point
fastboot oem lock
And everything will be back as it were, except now you'll have the update!
Of course, down the line there will be a whole slew of ROM's available to play with, and CM9! Once you start using custom ROM's, OTA's will become irrelevant as most custom ROM's for this phone will be up to speed with AOSP!

This OTA is an exception as it fixes a critical bug.
I hope someone finds this helpful and not a load of drival. I can help all I can with anyone stuck. Really the hardest part is getting adb and fastboot working, the rest is simple!