You wait for the next update to become available, and then Yahoo! Go 3.0 updates itself with a little help from you. When an update is available, you get a message about it the next time you start Yahoo! Go 3.0. You can choose Later, Update, or Skip. After choosing Update, follow the instructions displayed, and keep in mind that when Yahoo! Go 3.0 asks you to, it's all right to quit it and open your device's own browser. Yahoo! Go 3.0 needs your device's browser to download the new version.
For update information, go to http://mobile.yahoo.com/go