Heads-up that Adobe posted bug fix updates for both InDesign CS2 and InCopy CS2 a couple weeks ago, bringing both programs up to version 4.01. The patch eliminates a few of the strange little bugs I've seen people reporting on the forums, such as Unexpected Quits during spell checks and missing inline images. You can read the list of all the fixes in this PDF:
http://www.adobe.com/special/indesign/id401update/Adobe_InDesign_CS2_4.0.1_ReadMe.pdf

The easiest way to download Adobe updates and install them is to use the Adobe Update Manager, which is like Mac OS X's "Software Update" feature for all the applications in the Creative Suite. To access the Adobe Updater program, open any program in the suite and choose Help > Updates. After consulting with Adobe's web site, the program will list all the updates available for the Suite programs you have installed. You can set it to download and install them, or just download them but install them later, or ignore them altogether.

Alternatively, you can always go to the Adobe Downloads page (got to be one of most heavily-trafficked pages on the web, don't you think) on their web site, click on the program/platform that applies to you, and get updates manually:
http://www.adobe.com/support/downloads/main.html

Personally I've taken to going directly to the New Downloads page, which I find easier to use — less scrolling and clicking:
http://www.adobe.com/support/downloads/new.jsp