Updates..?

[brandonio21]

First of all make a separate project that can download/instal[l] the new version and also that can delete/unistal[l] the old version

Or you could make a separate project that simply replaces the files within the directory instead of uninstalling/installing. If you want to make it easier, though, you could use a Self-Extracting Archive made by WinRAR or 7-Zip or something of the like.

Second write the code to check for a new version in a separate thread that will run in the backgroud(so that the application will not become unresponsive while it checkes)and run the tread on form load.

Precisely. Make sure you write it on a separate thread so update checking doesn't cause your program to load unnecessarily slowly. This can also be done with the built in BackgroundWorker object, which is essentially another thread.