You can update all of them at once, or uncheck the ones you don't want to patch (or, of course, let the scheduled auto-updates do it for you automatically).
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I really like the fact that you don't need to open a web browser or search for the updated setup file on the internet.
Everything is done from inside the program, and you can clearly see the old and updated version numbers (and sometimes release dates) for comparison.
Then again, you shouldn't really need to have the program open often because it will do everything in the background, so you can really just install it and forget about it.
Since this is the free version, you don't get the features that are only in the pro edition, like malware detection and website blocking.
Then, depending on the updater, will either point you to the newer download on the developer's site or maybe even do the downloading and updating for you!