When you install BootCamp and after installing Windows, you insert the Snow Leopard and it will do some Windows installation thingy (installing drivers for Mac hardware like bluetooth etc.) The BootCamp update does bring newer versions of those drivers (e.g. for the Magic mouse or newer 27" iMacs).
Thanks. When I try to install the CD containing Boot Camp update 3.1 (whilst booted up in Windows) it says I need version 3.0 installed first. I have looked for version 3.0 on Apple's web site but I am damned if I can find it.
The Boot Camp version 3 would be on your Snow Leopard installer DVD. Put that disk in, and let the installer wizard run. After a restart, you should be able to update to version 3.1
edit: missed the end of your post! Is everything working OK now with your Windows software?
Windows 7 certainly works very well on the MacBook Pro. Programmes open quickly and the constant updates and virus upgrades seem to operate faster than under virtualization.
Windows 7 looks crisp and tidy. However, the Start menu is cluttered. Adding devices is a cumbersome process. It just seems all a bit ad hoc to me.