Updating Plug-Ins for Firefox?

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For the first time ever, a little thing said that I needed to update plug-ins. I have never had to do this before!!! So I am confused. They had a couple for Adobe, Java, Shockwave, and some other random things that I'm not even sure of what they do to the computer. Have you ever had to update plug-ins? Lately, eBay hasn't been working for me to add items for auction -- I can't upload the pictures. I'm wondering if this doesn't have something to do with it - maybe my Java is out of date, so that affects that? Anyways, I have them all downloaded, I am just not sure how to install them. Or do they install themselves? Help... lol.