WordPress has released the 2.8.2 version of the blogging platform, and its come with some more adjustments and improvements from the previous version, i.e. WordPress 2.8.1
Most importantly, wordpress 2.8.2 fixes one important XSS vulnerability.Comment author URLs were not fully sanitized when displayed in the admin. This could be exploited to redirect you away from the admin to another site. Download 2.8.2 or automatically upgrade from the Tools -> Upgrade page of your blog’s admin.

You can update from the core admin update option the wordpress interface but remember to take a backup of your blog before upgrading. And also, as most of the theme designers noted, the new version brings no changes or errors in the themes, and all the wordpress themes are compatible with the 2.8.2 version.