Sure would be nice if, when clicking the help tab in the software, there was the ability to "check for updates".
FWIW, Carvewright's Designer software allows the check and automatically takes you to the current build link.
Yes, that would be nice but it is a whole lot more difficult than you make it sound as you have to have active server pages on your website that can carry on a dialog with your application. I can take a more low-tech approach, though, by adding a button to the splash screen that will take you to the downloads page where you can check the build number.