Could someone point me to...

Could someone point me to a link with info on how to update to newest official Dark Alex custom firmware? I'm currently 3.80 M33-4

If I recall, didn't he add some kind of update that allows me to straight update from my psp?

To quote Dark Alex's page: Since 3.80M33, you can download new M33 firmwares updates via the Network Update feature released at 3.80M33.
Otherwise, download it via this webpage as usual.

So use the network update feature on the XMB or download and install it (Release, then M33-3) manually from http://dark-alex.org/.