I get nervous sometimes when flashing ROMs on my phone...And those were downloaded over a (comparatively) 0-latency connection with high throughput. Fact that sending a firmware to Mars is apparently a normal thing now notwithstanding, I find this incredible.
http://www.jpl.nasa.gov/news/news.php?release=2013-325
The software reset and booted back into the older version. There are some really good safeguards against bricking anything, but it's still scary. Especially with the data latencies involved - in this case the team had several hours between knowing "something's wrong" and getting more data.