OK. Started updating by uninstalling yle-dl. Then tried to install librtmp0_2.4-2_armel.deb but that gives error (invalid package or something like that, message in Finnish is "asennuspaketti ei kelpaa"). Also the other rtmpdump package can't be updated ("already installed from trusted source") so I removed it also. Anyway, currently I am stuck in installing the librtmp0_2.4-2_armel.deb package.
$ devel-su # dpkg -i librtmp0_2.4-2_armel.deb rtmpdump_2.4-2_armel.deb
# apt-get update && apt-get install libssl0.9.8 zlib1g