Fabio,
I like your suggestion. Very "clean" solution. I only have to make one change, changing @@ROWCOUNT>0 to @@ROWCOUNT=1 because one and only one record should be updated for each update statement.

Do you see any problems with my modifiecation of your code below?

BEGIN TRAN

UPDATE mytable SET Name = @Name1 WHERE Id = @Id1

UPDATE mytable SET Name = @Name2 WHERE Id = @Id2 AND @@ROWCOUNT = 1

UPDATE mytable SET Name = @Name3 WHERE Id = @Id3 AND @@ROWCOUNT = 1

IF @@ROWCOUNT = 1
  COMMIT TRAN
ELSE
  ROLLBACK
ENDIF