Use these steps to setup the SD card:
    1) Create directory on the SD card called "newpackage"
    2) Copy the file "disable_upk_version_check" to the directory.
	Note: I'm not sure what this file does, but they say you have to do it.
    3) Copy the desired OSD firmware ".upk" file to the directory, named
	"r3.upk" (Yes, weird, but that's what they use...)

So, when you are done, you end up with just two files in \newpackage
on the SD card - the disable_upk_version_check file and the r3.upk file.

Notes, re: which versions you can install when:
    1) According to some posts on this board, you are not supposed to
	install the latest Arizona until you've installed the latest Torfu, but
	this has never been a problem for me.
    2) According to the original OSDng guy, you are supposed to install the
	latest Arizona before installing OSDng, but I don't think this is
	necessary.  In any case, the last time my OSDng crashed, I fixed it
	by just installing OSDng directly, via the Emergency procedure.  So,
	there ya go...