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If you are using Stata 9, and you have a direct Internet connection, type update query in Stata, and Stata will tell you what to do next. See [R] update in the Stata Base Reference Manual for more information.
If you do not have access to the Internet from within Stata, see below. If you are not using Stata 9, visit this page.
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There are two components to Stata:
These are updated separately.
You update the Stata executable only rarely. Updating your copy of Stata 9 is simply a matter of downloading a file.
More frequently you should update the ado-files.
