When Debian issues a point release, as it just did with the current Stable distribution Lenny going from the 5.0.3 to 5.0.4, it’s no big deal. They happen. But you don’t need to throw out your Lenny install CDs or do any kind of reinstallation. More here
The updates have been flowing to your Debian-running machine (assuming you have one) all along if you’ve been using the Update Manager that ships in the standard desktop, or regularly checking for updates with Aptitude or apt.