I posted a walkthrough of using the Updater Application Block onto my blog back in the summer but Zac Hamilton has made some changes/improvements....
I took the Duncan Mackenzie Blog located at: http://weblogs.asp.net/duncanma/story/10221.aspx, reworked it and added some things I was having a problems with (some of which I was able to find through this message board.)

Zac Hamilton