I have taken another look at the introduction document as Dan suggested, and sure enough it explains clearly that the FMS data comes from Navigraph. I went to the Navigraph site, signed up and purchased a 30 day update just to try it out. Installing it with the software provided was very easy, so I am now up and running with current nav data.
I did read the introduction when I first purchased the PMDG 737, but I had forgotten the bit about the nav data. Well you know what it's like when you are a newbie; you just want to dive in and get flying and what you read in the documentation is soon forgotten.
Thanks again for your help.