If you have 3.5.5, that's fine, but I am troubled by your description that when you check for updates it "comes up with an error and says try again later." That should not be happening and may indicate some other problem. Please try again and reply with the error message (or a screenshot of it, if that is easier for you).
I'm sorry I wasn't clear: there isn't a "standard OS X method" of sharing VPN configurations. There is a "standard OS X method" of selecting more than one item in a list.
If you have only one configuration, you can ignore this. It only applies if you have more than one configuration and want to select more than one of them at the same time. Two sources of info on this are:
Both describe selecting files in a Finder window, but you can use the same methods when selecting configurations from the list on the left of Tunnelblick's "VPN Details" window.