Install application that gets files from the web

Hi,

I'm wondering if anyone has any ideas or can point me in the right direction for this. What I want to do is create an application that while installing, connects to the internet and gets the newest version of the files (the entire program) and installs it. So bassicly the users local version is just an application that connects to the internet, downloads the new version on my server and starts installing that. I really don't know where to begin here... Any ideas?