When WSN upgrades your site, it checks whether you've customized each template. If you haven't customized it, it overwrites it with the latest version of that template so that you get any new features or other changes in it. For templates which you have customized.

Try to keep your number of customized templates low, to save yourself work. If you find yourself making the same change(s) to a lot of templates at the top or bottom, you should be using a template conditional in the wrapper template instead. If you're inserting a complicated batch of new code while while otherwise leaving the template along, use the INSERTFILE method. If templates somehow have become marked as customized when you haven't customized them, use the "revert to standard" option (just below the title when editing the template) to mark them uncustomized again.

In most cases, having a customized template that doesn't get changes applied to it won't be a big deal. At some point, however, you'll probably want to find out what you're missing there. The WSN file comparison tool can help you there: http://www.wsnforum.com/filecomparison/comparison.php . If you select the old and new version and the templates/default (english-only) or templates/multilingual directory it'll give you a line by line list of the exact differences between your template and the new one, with instructions of what changes to make.