@Andreas Nurbo - I agree more messages would help a lot. Most average WordPress users would install the blogging software and think that's the end of it.

Maybe a feature could be built within the WP core that could send out an email to all admins within the blog notifying them of a new WP update/security release. All it would need to do is grab the email address from all admins and send out a generic update message once a update is released..