When running Windows Update and installing the SQL Express Update I have received this error on a couple of machines.
Error: "SQL BPA command line has encountered a problem and needs to close"
To get the installer to work (and not crash) I had to do this.....
01. Create a directory C:\Program Files\Microsoft SQL Server\90\Setup Bootstrap\BPA\BPAClient
02. Copy the BPAClient.dll form the C:\Program Files\Microsoft SQL Server\90\Setup Bootstrap\BPA\Bin directory into the directory that you just created at then I continued with the install and it worked.
Re-run Windows Update to Install the SQL Server / SQL Express Update.
I have no idea why this works :)