Well, there are several different paths to take.
Simple: Just provide a new installer that overwrites the previous installation. Send the clients an email when it's ready or simply put it up on your site.
Mid level: Provide a "check for new version" function in your app that compares it's version number to one retrieved from a web service on your side. Fire up a browser to download it and run the installer if necessary...
Best (IMHO):
Create a wrapper application for yours. This wrapper is what would actually be started when they click your icon. It would check for new versions (again once every couple of weeks), then fire off the main program if everything is good. If an update exists give the user the option to download it. Download the file and replace the real app. Then launch it. BTW, This is pretty close to the Firefox model.