Since yesterday when I try to load a saved game I get the following message: This save game was created on a later version of Skyrim. Please download any updates."

I play using steam and there aren't any updates.

Is there something else I need to do to update Skyrim?

This error happens on all of my saves.

I even tried to start a new game and it CTD.

Any help or suggestions would be greatly appreciated.

Sounds like this is 1.6 beta-related. Are these saves made under the 1.6 beta patch? Because if you roll back to 1.5.26 your 1.6 saves will not load and you will get that message. As for the CTD, be sure to delete your Skyrim.ini and SkyrimPrefs ini, and then run the launcher to regenerate them. It is always good if rolling back, or when updating to a new game version, to regenerate your ini's. Crashes could also be mod related. I would also post load order if regenerating your ini's does not solve your CTD issue.