Welcome!!! Glad you found us! Most pleos come with the less advances OS. I believe the latest is 1.1, you should have heard a chime, if the upgrade was successful. Perhaps, the reason why yours did not chime was because maybe yours has already been upgraded. The easiest way to tell is to pet under the chin for a while. If Dino sings to you, he/she is uprgraded.
Once you master the SD upgrading, there is quite a few 'personalities' you could download. Basically the same steps are needed. You would delete anything on the SD card, and then reprogram it with the personality. Place the SD in Pleo, then voila! To keep your pleo in that personality, you must keep the SD in pleo.
If you are technically inclined, (unlike myself) there are few programs that are very neat to learn. If you spend one solid weekend here on the forums and read all you can absorb, you will learn a vast amount of knowledge.