If you are trying to use this in a WPF application, when it goes to install, you will see a whole bunch of errors saying "Your program stopped working"...blah blah blah. To fix this...
Download the source code.
Go into the trunk, open the project there.
You are looking for "public static void Install(Sparkle sparkle, String tempName" method in the class NetSparkleCheckAndInstall
Where it says "Environment.Exit(0);" Replace with "System.Windows.Application.Current.Shutdown();"
Add your WindowsBase, System.Xaml and PresentationFramework references
Recompile, add the new .dll to your program and away you go.