First, you can be sure you already had two updater .exe, you only noticed now.
We have Desktop ICONS you are supposed to use, for the precise reason you don't have to worry what you need to start. The updater is a two step process, the 1st one doesn't do anything other than checking if there's a new version of the 2nd one and if there is, it downloads it and will execute it.
This way, the updater can "update itself", but of course that's not your concern, since the Icons only points to the 1st one, that does all the job.
