One thing you can do is to create a separate upgrader.exe program that is triggered when the person wants to upgrade. Thus the main myapp.exe is closed and can be updated.
As an addition to exeoutput, we also purchased Paquet Builder from GDG. It makes a complete installer/uninstaller package with all the different files. Thus you can have 1 installer file instead of a needing your client to copy a whole bunch of files.
You could actually use the file_get_contents PHP function to download a simple XML or text file. This text file would contain something like the last version number of your application. Then, it compares this value to the one compiled inside the application. If the value is different, then it means there is a new version on the website.
You could then show a message box to inform your end user thanks to HEScript or start downloading the file…
I run application myapp.exe, when application start it check if on server is new version.
If on server is new version i need to download it and update exchange myapp.exe to newer version downloaded from internet.