If you're one of the users having updated HeidiSQL this morning to revision 5002, then you will surely see a crash when starting heidisql.exe . This is due to an accidental commit of a file with unfinished changes from me. Sorry for that. I have just reverted that in revision 5003.
As the program crashes at the very start, you won't be able to update HeidiSQL automatically. As a solution, you can use the installer from that fixed build for updating:
32bit only: http://www.heidisql.com/installers/HeidiSQL_18.104.22.16803-32_Setup.exe
See this forum thread for details.