The flash drive is ready to boot, but is your PC ready to boot it? To find out, leave the flash drive plugged in while you reboot your PC. If Windows comes up normally, you'll have to tell your PC to boot from the flash drive. To do so, restart your PC and watch for an on-screen message (it will be one of the first things to appear) telling you which key to press for your computer's boot menu, or which key to press for setup. Press that key immediately. (If you see both, immediately press the boot-menu key.) If you get a boot menu, set it to boot from your PC's USB ports. If you press the key that calls up the setup screen, hunt in the resulting menu for a section called Boot Options or Boot Order; there, you want to make sure that USB devices are listed before your hard drive in the boot order. Save the settings and reboot your PC.
When you boot from the flash drive, watch the screen--you might have to press a button on your keyboard to activate the boot from your USB device.
Fortunately, NAS boxes, routers, and mobile devices are much easier to update than motherboards. On most network devices, for example, you'll just have to access your device's configuration screen by typing its IP address into your Web browser. Once there, you should be able to locate the screen's built-in firmware-updating option; it'll probably be accompanied by a large browse button. Click that, select the firmware file you downloaded, and click to update. It couldn't be simpler.
We could fill an entire PC World print issue full of instructions were we to try listing the exact means for flashing half the devices open to firmware updates. Though they all follow the same general principles, each manufacturer can support different methods. What's more important is the safety of your devices. Remember to save your settings and, whenever possible, follow your manufacturer's instructions to the letter, using the correct firmware for your device. Take these steps to prevent anything unfortunate from occurring, and you'll quickly find that updating firmware can be one of the easiest--and best--upgrades you could possibly make.