Add note about stopping before upgrade on Windows

docs/toolhive/guides-cli/install.mdx

@@ -155,6 +155,17 @@ brew upgrade thv
 
 </TabItem>
 <TabItem value='winget' label='WinGet (Windows)'>
+:::note
+
+On Windows, you must stop all running MCP servers before upgrading ToolHive,
+otherwise the upgrade will fail because Windows locks the executable while it
+runs.
+
+Run `thv stop <server-name>` to stop each server. After you complete the
+upgrade, restart them using `thv restart <server-name>`.
+
+:::
+
 If you installed ToolHive via WinGet, upgrade it with:
 
 ```bash
@@ -326,6 +337,44 @@ If you see "permission denied" errors when running ToolHive:
    [Docker documentation](https://docs.docker.com/engine/install/linux-postinstall/#manage-docker-as-a-non-root-user)
    for more details.
 
+### Upgrade error on Windows
+
+If you encounter an error when upgrading ToolHive on Windows, it may be due to
+the ToolHive executable being locked by a running MCP server proxy.
+
+```text title="Error example"
+An unexpected error occurred while executing the command:
+remove: Access is denied.: "C:\Users\USERNAME\AppData\Local\Microsoft\WinGet\Packages\stacklok.thv_Microsoft.Winget.Source_8wekyb3d8bbwe\thv.exe"
+Uninstall failed with exit code: 0x8a150003 : Executing command failed
+```
+
+To resolve this:
+
+1. Stop all running MCP servers:
+
+   ```powershell
+   thv list
+   thv stop <server-name>
+   # repeat for each server
+   ```
+
+2. After stopping all servers, run the upgrade command again:
+
+   ```powershell
+   winget upgrade stacklok.thv
+   ```
+
+3. If you still encounter issues, check if any ToolHive processes are still
+   running in the background. You can use Task Manager to end any lingering
+   `thv.exe` processes.
+
+4. Restart your MCP servers:
+
+   ```powershell
+   thv restart <server-name>
+   # repeat for each server
+   ```
+
 ### Other issues
 
 For other installation issues, check the