Hi Collette,
Oh, most definitely it's necessary to keep them informed. The main VA I subcontract for has implemented an online project management tool that we use and this is working out beautifully (Project Pier). I can check there for projects, and when I finish a project I check it off as completed.
I would say that we communicate almost daily, if not every day, via email - and sometimes several times a day. Then there is Skype's IM, which comes in really handy.

We also talk occasionally on the phone.
This VA contractor and I have a very good rapport. Communication is key! And no question is too dumb!