Basically an OTA update needs a pre-requisite version to update from. In this case the OTA (Over The Air) update is to upgrade the Vodafone 1.27.161.1 ROM to the new 1.35.161.2 ROM. Your device is on the Vodafone 1.24.161.1 ROM, which was the first, and as such you need to update your device to 1.27.161.2 before you will be prompted to get the new one.
There isn't an OTA file to go from 1.24.161.1 to 1.27.161.1 so the only way is to download the entire ROM file, or RUU (ROM Upgrade Utility) that I posted. The downside to using this method is that the phone is completely reset so any data you've got on the phone (contacts, game save data, etc) will be lost. To use the RUU, which is a Windows program, make sure you have HTC Sync installed on your PC and connect your phone to the computer. Select 'HTC Sync' from the menu that comes up on your phone and then run the RUU file and follow the prompts
It's the only way of getting the update, though, so you will have to do it. The good thing is that once you set the phone back up it will redownload the apps you have on your phone but it will need to be set up again from scratch