If you're on a self-hosted WordPress blog and you see a message looking something like this at the top of your login page:

You should probably click it.  You'll then see a screen that looks something like this:

Where you should click 'Upgrade Automatically' and then sit back and watch the magic happen.

A few words of caution.  If you're not sure if your WordPress blog has some sort of auto-backup of the database, don't click those buttons I told you to click above.  My current favorite is the plugin WP-DB Backup which allows you to email yourself (remember that Gmail account you have with gigs of space you're not using?) a copy of your database on a weekly basis.  Just to be safe.