Hi Rasool
try these two ways.
First of all in your user exit there will always be two internal table XVBAP and YVBAP try to modify their contents not only the header. If this exit is sales order one and it is triggring from MD90 then you will have to simple modify the corresponding X intenral table. Which include is it and which parameter has this value.
Else If it does not work then you can call BAPi for sales order change in background task. Create a custom RFC enalbled function module which will have BAPI and Commit stuff. Then call this custom RFC in background task with desination none. It will automatically update the sales order
Nabheet