Hi Jon,
It depends on what server are you referring to.

If you mean Microsoft WindowsUpdate server
(http://windowsupdate.microsoft.com ) then you can configure Automatic
Updates service within on computers Active Directory domain using group
policy admininstrative template. This template is included in Windows 2000
SP1 and  Windows XP SP1. You can also download it from Microsoft web site.
If you do not have a SUS server then just do not configure "Specify intranet
Microsoft update service location" policy settings regarding server. This
way client computers will talk to Windows update web server while being
configured by Group Policy. However, you will not be able to authorize or
deny particular updates since you do not have control over server. Another
disadvantage is big amount of traffic since all clientswill download same
files over your Internet connection independently.

If by server you mean generic distribution point such as share on file
server and you don't want to use third-party $olution$, then you will have
to build your own patch management infrastructure based on
logon/startup/remote scripts.

What escapes me is why don't you want to use SUS server? 'll tellya a
secret: It's free! :)

hth,
Al.