ok I removed the stored proc update from the datawindow. Instead go with the traditional update in the Specify Update Properties window.
Call the Update method on datawindow and it returns 1.
Check with the SQL profiler and PB issues this statement on Update:
UPDATE expense_trans SET expense_amount = 103.00 WHERE expense_trans_id = 1 AND rowv = 0x000000000A8D3124
Great. So the normal update works but the stored proc update did not.