The FogBugz setup program automatically upgrades your database on every install. It does this by accessing a special URL using the HTTP protocol (the same thing that happens when you visit any web page). If for some reason, setup cannot reach your FogBugz installation using that URL, you can make this process manually happen by visiting the following url after setup completes:
<YOUR FOGBUGZ SITE URL>/default.asp?pg=pgForceDatabaseCheck
This will make FogBugz run through the entire database and add columns, indices and other info that it needs.