Since RCT3's release back in 2004, there has been numerious updates to the RCT3 line, including patches to the 2 expansions (Wild! and Soaked!). All of the pre-Wild! updates make major changes to the game, and actually add some content and features from the later expansions, into these earlier versions of the game (such as Tunneling, Billboards, Waterfalls, Loudspeakers, and much more!).
To make sure your up to date:
1. Click Start > All Programs > Atari > RollerCoaster Tycoon 3 > Check For Updates.
2. Click "Update" (Note: You may have to 'unblock'/'allow access' the Patcher program from your firewall software.)
3. Wait a few seconds. If there is an update, you will receive a dialog box indicating that there is an update to download. Click "Start".
4. Wait for the Download to commence. Note that this process may take up to 60 minutes on a High Speed connection, depending on the patch. The program has not frozen, it just doesn't display any progress.
5. When the Download is done, click the "OK" button to patch. Then Click "Finish". You're set! 
For some users, this process doesn't work. To manually check for your version.
1. Click Start > All Programs > Atari > RollerCoaster Tycoon 3
2. Now, right click on the RollerCoaster Tycoon 3 link (Panda Head Icon), and select Properties.
3. Click "Find Target" in the dialog box that pops up.
4. Now, right click the highlighted file (either RCT3.exe OR RCT3plus.exe), and select Properties.
5. Click on the "Version" tab.
6. Look at the "File Version", and compare it to the number below to download the correct update:
RCT3 Gold (Special Set Sold with RCT3+Soaked!):
There is only one update Available -
Retail to Update 1 - 16MB
RCT3 Wild! (With or Without Soaked!):
Any Version -
Any Version to Update 2 - 17MB
After Patching to Update 2 -
Update 2 to Update 3* - 17MB (Just extract the RCT3Plus.exe file to "C:\Program Files\Atari\RollerCoaster Tycoon 3")
7. Once the File is downloaded, close all programs, and run it. After it's done patching, you're set! 
*This is a patch created by Frontier to address issues with slowing (caused by the copy protection) in Wild!. You may or may not see an increase in performance with this patch.
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