I agree with Nethog, a number of games have the option of installing the upgrades off the net automatically. All the Online games (StarCraft, EverQuest, Mankind, all the rest) run a Version check each time you log on to the servers. That's probably too much to ask, but adding an option to the TCP/IP connection window to check for latest update would be nice. Especially since the most important time is when you get an error because one of your opponents has a different Version number.
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