Apple has released a software update for Mac OS X Lion Preview 2 today. The update is available in software update for those with the second preview installed. This update does not appear to be a third preview but instead simply a software update. Let us know if you discover anything new.
From systems that have developer preview 2 of Lion or Lion Server installed, run Software Update and download Mac OS X Lion Developer Preview 2 Update. You must also download Xcode 4.1 Developer Preview 3
available from the Mac Dev Center to build apps with this version of Lion.
Update 2: The new XCode update references Lion Preview 3, so we may see this preview sometime soon.