i'm not exactly sure what you're trying to do. are you trying to update your media sources? or, are you trying to add an update source?
to update your media sources, in a terminal as root type........
urpmi.update -a (enter)
that will update the lists for all your source directories.
if you're trying to add an update source itself, you can use easyurpmi (like you are doing). but, sometimes mirror sites will be down, out of date, or too busy. if that's the case, you'll get errors when trying to add the source. try several different mirrors until you find one that works. or, you can use MCC (Mandrake Control Center)->software media manager & click the "add" button, choose an update mirror from the list, & add one that way.