Firmware is the OS used in devices, all DAPs have firmwares. Your clix already has a firmware in it, it wouldn't work without it.
It might need to be updated though, fixing bugs, adding new ones along with new features
What firmware version do you have? Is it a 2 or 4 gb clix?
The newest firmware for the 2gb clix is version 2.01 and for the 4gb it's the 2.00 version