The automatic update worked fine in my dev environment going from 2.7.1 to 2.8.1. I just tried going from 2.8.1 to 2.8.2 and I got:
Downloading update from http://mu.wordpress.org/wordpress-mu-2.8.2.zip.
Unpacking the update.
Could not copy files.
I'm not particularly worried, but I just thought people would like to know.