Thanks a million!!
I downloaded the O2 version, and put my phone back to an earlier version.
Sadly, it still couldn't update to the latest version of Windows Phone 7.
I then downloaded the UNBRANDED version, and tried installing this, and it has now worked.
How can that be?
I tried installing the unbranded version before, and it said that my ID was incorrect.
I have now got an unbranded HTC 7 Pro, and it has just updated perfectly to 7392.
SO.... Thank you, Thank you, Thank you.
I will keep a copy of these roms in case anyone else needs them and the link doesn't work any more.