Aaron Stebner has created a sticky article you can always go to now for the latest info on the DUAScriptGen tool. If you use (or are thinking of using) DUA to service your embedded device you owe it to yourself to check out this PowerTool, it simplifies the process of authoring DUA script files. Also, Aaron is very receptive to feedback and bug reports.
If you're not familiar with Device Update Agent, it's a very lightweight executable that runs on the embedded device. The agent polls a location specified by you to look for scripts to run that will install OS or Application update packages on the client machine. The polling location can be remote (maybe a web server on the internet) or local (perhaps a CD-ROM). Here's some links to begin with if you want more info:
Begin with this DUA Start Page on MSDN.