The Android 3.1 update also updates: GPS, Wi-Fi, Bluetooth, Kernel versions, & Build number. When you first receive your Transformer, Asus suggests you check your firmware to make sure you have the latest firmware version. The firmware on the Asus website is still Android 3.0.1. However, since Transformers have been slowly dripped and drizzled into the market, there is no telling what version any given Transformer is going to come with. If yours comes with the first 3.0.1 version, it may not upgrade to 3.1 as readily as the last 3.0.1 update version (5-20-11 build). I don't know that for a fact, though.
We are trying to help you out here. I would agree with other members, in that right now, patience is your friend. Asus seems to be getting updates out in a timely manner. If it isn't fast enough for you, you can install the leaked version...