What model do you have ?

What model do you have? There are a billion (hyperbole) Galaxy S models. There is a 2.2 update for the US Captivate, for the international i9000, and for others. You can get the update OTA (over the air) if you have stock (unaltered) 2.1, a notification will show on your phone (on most carriers). You can also download it through Samsung Kies (see my answer here). Finally, you can find an upload of it and flash it to your phone through a Windows tool called Odin. You can also use ROM Manager to flash a custom ROM, which will get you 2.2 early if it hasn't been officially released yet. Search XDA if you want one of those ROMs.