The "a" release doesn't go into the
AB update list, the "b" release will. It gives the maintainers a short public release where any serious problems that sneaked through beta testing can be corrected before it's pushed out on the automatic updates.
Using the file direct from the
AB40k site is simple - you save the file to your hard disk (c:\armybuilderex\downloads works well), then start up
AB and choose the Import button on the first dialog, browse to that file and import it. The Import process makes sure the file gets handled correctly, just the same as the automatic update step does.
If you want to wait, the "b" release should be in the automatic updates in the next few days.