I found the simplest way is to setup a local ftp site and DNS entries then configure the auto update to look to this site rather than the NAI ftp site.
The thread below is for my batch file and ftp download to get the required files from NAI and place them into the ftp shared folder, This batch file is configured to run every day (Early am) so the DAT files are always 24hrs old at most.
thread38-208680
You will have to change paths etc to suit your setup.
Another way is to use a server share with the update files on and configure autoupdate to use the UNC path (\\server\share) this has a drawback as you have to set the task manager service to logon with a domain account with Admins priviledges otherwise the update fails, This causes problems with laptops etc.