Go to the Start menu => Programs => Net Nanny's Ad-Free => Ad-Free Update Wizard, and do an update.

The Wizard will check to see if an update is available, if so the latest version of the Ad-Free program will be downloaded and installed.

If an update is available new filter update lists will also be placed in the "NewLists" folder on your computer. To go ahead and install the new lists go to the File menu in Ad-Free and select "List Update", select the only file that should be there: "AFUpdateLists", and click open.