As is traditional, not long after the release of WordPress 3.3 comes the first update. This fixes a number of bugs that you may or may not have noticed, and more importantly fills a recently discovered security hole.
Automatic updates are available in the usual way, or you can do things manually if your server configuration doesn’t allow the automatic stuff.
Full details from the metaphorical horse’s mouth
 Note: I am in no way comparing Matt with a horse’s front end.
 And absolutely not a horse’s back end, before you ask