Check Fus is a great way to quickly check, without even downloading, the latest official firmware for your region. This is very helpful for knowing what you got shipped, and what version you should download, and flash to get back to stock, in order to send it in for warranty.
This will only DOWNLOAD the ROM, and NOT flash it. To flash it, you will have to use ODIN, and the appropriate way of flashing it (for your phone).
-Here is a guide on returning back to stock on the Samsung Galaxy S GT-I9000
-Here is a guide on returning back to stock on the Samsung Galaxy S III GT-I9300