You can create a launcher application for your main application and add all the update logic there. The launcher application does the following:
Displays a pop up (this gives a quick feedback to the user that the program is loading)
Checks the local and repository versions
if local < remote (say v1.0 < v2.0) then:
.... Check at the remote repository for the existence of an updater application called updater_v2.0.exe.
........ If there is one: download it run it and exit. (see bellow)
........ If there is not: download the latest main application exe and replace the local one (beware of file access rights at this step -- you're trying to write to c:program files).
if local > remote then:
.... Display an error/warning except if this is a developers workstation (you need a setting for this)
Start up the main application.
The purpose of the updater application is to accommodate cases where fetching a fresh main application exe is not enough. I also use it in order to update the launcher application itself (that's why the launcher is exiting as soon as it runs the updater - BTW give windows a bit of time before trying to overwrite the laucher executable)
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