The marketplace can take a few days to prompt that an update for an App is available. If you know you don't have the latest version you can follow these steps to get it:
- Go to the Marketplace on the phone.
- Search for the app that needs the update.
- Open up the apps marketplace listing to view the details. You should be able to see that the current version is greater than the version you have installed.
- Press the Back button on your phone once to take you back to the search results.
- Select the app icon again and you should see that the update is available and ready to install
It occurred to me that it might be useful to provide a direct link from an applications about page to the marketplace listing using MarketplaceDetailTask.