Are you using ThinPro / SmartClient or WES units?
In ThinPro there is this Feature described in the Manual Ramesh posted:
AD/DDNS Manager
This control allows you to add the thin client to an Organizational Unit of the Active Directory Server, and to enable automatic Dynamic DNS updates of the thin client's name and IP-address association. It does not enable authentication against the Active Directory database.
For WES there is a Join Domain Template in the free HP Device Manager.