Hey Bryan,
Did they cancel the update and let wyUpdate rollback the update? Or did they just kill wyUpdate (e.g. from the Task Manager). If they just killed wyUpdate then your app will need to reinstalled.
Are you using wyUpdate with the AutomaticUpdater or just wyUpdate.exe in by itself? If you're using wyUpdate in standalone mode then there's nothing cached and your user will have to reinstall your app.
If you're using wyUpdate with the AutomaticUpdater then tell the user to type the following into the "Run" box on Windows XP/2000 or the Start Menu textbox on Vista/7:
%appdata%\wyUpdate AU
Tell them to press "Enter" and tell them to delete all files and folders within that "wyUpdate AU" folder. Then tell them to do the same with this:
%userprofile%\wc
Tell me if this helps.