There are many clients that work in different ways and environments. They have to send an URL on port 80 to our DNS server in the format specified by dyndns.org. A lot of clients are locked to dyndns.org nameservers.
At http://www.dyndns.org/services/dyndns/clients.html you can find many of them. For windows I have tested DNSer, which seems to be simple and work well.
Another simple approach, if running Unix or having access to wget for Windows, is to use a simple shellscript to send the right URL. You can find a script here.