I didn't get any errors running following code in SQL Server 2005 Developer edition.

UPDATE openrowset('MSDASQL',
		'Driver=Microsoft Visual FoxPro Driver;
		SourceDB=C:\PROGRAM FILES\MICROSOFT VISUAL FOXPRO 9\SAMPLES\Data;
		SourceType=DBF',
		'select * from customer where cust_id = "CACTU"')
set region = 'WA'

Do you have SP1 installed?

SELECT  SERVERPROPERTY('productversion'), SERVERPROPERTY ('productlevel'), SERVERPROPERTY ('edition')

<snip>
>
>And then update the table some record.
>
>Update openrowset('MSDASQL',
>'DSN=Visual FoxPro Tables;
>SourceDB=c:\VFP98\data;
>SourceType=DBF',
>'select * from customer where customerid = "CACTU"')
>set region = 'WA'
>
>This command can be run from within SQL server 2000.
>
>When I use this command with in SQL Server 2005 Expres ,
>I can retrive the data but I can't update the data into the table via OPENROWSET. It's show error message :
>
>Msg 7399, Level 16, State 1, Line 1
>The OLE DB provider "MSDASQL" for linked server "(null)" reported an error. The provider did not give any information about the error.
>Msg 7343, Level 16, State 4, Line 1
>The OLE DB provider "MSDASQL" for linked server "(null)" could not UPDATE table "[MSDASQL]". Unknown provider error.