Many programs include an auto-updater, where the program occasionally looks online for updates, and then downloads and applies any updates that are found. Program bugs are f
Be sure to also consider the security implications of sucking down information about the update, as well as the update binaries themselves.
Do you trust the source of the download? You maybe phoning home to got your update, but what if there is a man in the middle who redirects to a malicious server. An HTTPS or similar secure connection will help, but double checking the bits that you eventually download by using a digital signature check is recommended.