NOTE: Apparently the Auto Update is missing the EULA file in the MSI installer.  I hope it is corrected soon.  I'll update when the issue is resolved.

The issue has been resolved.  And this is a great article!  I am tired of having to update devices and emulators to the latest version of the .NET Compact Framework.  We even use SD cards set up with the AutoRun folders with the .NET Compact Framework installed, and I keep running across old versions!  This article gives me a sure fire solution.

Overview
Every application life cycle involves periodic updates. Bug fixes, new feature and changes that allow supporting new hardware cause software manufacturers to provide the user with new builds of their software. Unlike the desktop where the user can be simply directed to the web site, on mobile devices it is nice to have some level of control over the update process.
This sample shows how an application can be "automagically" updated from the mobile device.
This sample assumes a certain level of familiarity with both the .NET Compact Framework and Web services.

http://www.microsoft.com/downloads/details.aspx?familyid=8fc47c2c-fc61-4d82-abae-f34dc1bfcd3f&displaylang=en

Once again the Microsoft Download Center RSS feed has proved itself:

http://www.thundermain.com/rss/