There does not seem to be one common method to updating a PS3 game, which leads me to believe that Sony has left this task to the developers to decide how, and devise a way to do it.
However they do it, it always ends the same: "Press the PS button and select Quit Game."
For those who are not aware, allow me to explain how game updates work on the Xbox 360: Launch game, get kicked off live without warning, (I hate this, more on it later) chose update, then the game restarts and you are playing the game.
Why can't the PS3 reboot the game automatically? It doesn't matter if it is Hot Shots Golf, Time Crisis 4, or Resistance Fall of Man, they all display the same message and require you to quit the game, and manually relaunch it.
Surely they could program the end of the update process to automatically do this. It would make the PS3 UI that much nicer.