There is a simple way for unmanaged clients.
To point an unmanaged client to your update server, enter the following command in terminal:
sudo defaults write /Library/Preferences/com.apple.SoftwareUpdate CatalogURL http://<your_server>:8088/index-lion-snowleopard-leopard.merged-1.sucatalog
(replace <your_server> with the dns name of your update server. If the unmanaged client runs snowleopard or leopard, adjust the url accordingly. For snowleopard clients, remove the "lion-" part. For leopard clients, remove the "lion-snowleopard-" part