Just download the latest, that's always best (Currently that's 1.44). People keep saying that you have to restart the game when you download a patch, but that's not true, unless that particular patch corrupts your savefiles, as was the case with version 1.41. But the thing with version 1.41 was that Larian noticed their mistake in really quick, and version 1.42 was released a few hours after releasing 1.41, so the damage was only done to a select amount of people.
Anyway, the latest patch doesn't hurt...