Did you install the SEP clients first, and have since installed a SEPM afterwards?
If so, then you first need to point the existing (unmanaged) SEP clients at the new SEPM for management and updates, in order for them to grab definitions from the SEPM. Please review the below articles to help:
http://www.symantec.com/docs/HOWTO81109
http://www.symantec.com/docs/TECH123001
http://www.symantec.com/docs/HOWTO81116
http://www.symantec.com/docs/HOWTO81179
Once they are managed SEP clients, they will pick up defs from the SEPM by default (i.e. the default settings of the LiveUpdate Settings policy enable the "Use the default Management Server" option Brian mentions above, Thumbs Up BTW!)