So the steps for persons stuck with .001 thingy:
1. Download NSU.
2. Install NSU.
(If it asks for installing .net framework and drivers etc, allow it)
3. Start the NSU. IT will say connect the device. So, connect your Lumia 620. It will say an update to .002 is available.
4. Hit Update. It will download 1.26 GB of update and automatically install it.
5 Phone will reboot to set up screen
6. Set up your phone.
7. Go to store. Download "NOKIA SYSTEM APPS"
8. Start Nokia System Apps and update all system apps.
9. Look for software update in phone.
Mine is downloading this way