The firmware is stored in your printer, and can only be overwritten with a newer version. There is no way to remove the firmware or revert to an older version.
Choose the first download in the list. If it is the wrong firmware level, an error message will tell you which firmware level is correct.
Choose the download for the closest model number ending in "5". If it is the wrong version, an error message will tell you which is the correct version.
You should not need to enter an IP address to complete this update. When you see the screen with buttons Retry, Add printer by IP address, and Continue, click on the printer name in the list, and then click Continue.
Installing the update will stop the message. Already up to date? You can suppress the message by deleting this file: %ALLUSERSPROFILE%\Lexmark nnn Series\Job Status\FirmwareAlert.xsl"