You actually can use soymilk for boxed puddings, you just need to use less than called for. I've tried it a few times and it's worked great for me. I think I remember using up to a half cup less soy milk for the small package of Jello pudding, but it's been a while since I've done it, so you may want to experiment a bit.
The Silk Soymilk website suggests to use less soy milk for puddings and pie fillings (it doesn't say how much) and to add 1/4 cup cornstarch. I've never tried this myself, so I don't know how well it turns out.