If you do a "normal" update, i.e. start an "official", unmodified ROM-update program that also includes an Extended ROM, you will get this Extended ROM installed as well.
The question is - why do you want an Extended ROM ?
Do you want to sell/give away your device ?
Otherwise you can install the .CAB files that usually are in the Extended ROM also by copying them from the PC via ActiveSync to your device. They are probably available on the FTP Server here (did not check it though).