These days, now the Update Status module is core in Drupal 6, people find themselves updating their core, modules and themes far more regularly than before. This is, of course, a very good thing. I'd just like to raise a couple of points of order on the matter:
When updating it is always tempting to copy the contents of the downloaded tar file straight over the existing module or theme. Don't! It is entirely possible there are files with the old version which are not required by the new one. Worse, they may even do some harm.