I want to know the same answer, because I remember the last update came up and I was rooted. It unrooted me and caused some issues, since I rooted through the terminal.
Does seem like the install comes fast and unnoticed too.
.....well it prompts you when an update is available, sometimes you actually gotta check to see if there's one available manually[Settings>>About Phone>>System Update]. i have never had an update go ahead and install by it's self. So you shouldn't have to worry about it.