I know its been a while, I am late again on this as usual. I had made sure I tested this before sharing it. Firstly, I do no suggest jumping to 4.01M33-2 immediate from your 3.80+. Because this is a major jump in firmware, I suggest going to 4.01M33, then 4.01M33-2.
I had made everything simple this time. Just download the 4.01M33 package. Unpack the files into the root of your memory stick. Yes, I had created all the directories to make life simple. Run the updater. Follow all instruction. Again, let me stress that you MUST PRESS O when told to do so to reboot at the end. Do not power off or do something otherwise.
Download 4.01M33 :
After that, download the 4.01M33-2 below. Just copy all to the main directory of your PSP memory stick again. Run the update. It will auto reboot and tada, you have 4.01M33-2.
Download 4.01M33-2 :