currently, I'm using the way suggested by ekzarov and it works fine.
workflowProperties.Item["myProperty"] = "blablabla";
workflowProperties.Item.Update();
When you publish your form to a list, it asks you to choose the fields to be shown on that list. As you choose the item you want to update, click "Modify". Check the check box
at the bottom saying "Allow user to edit data in this field by using a datasheet or property page". I hope this works for you. I never used the designer, so can't tell you what exactly
the error message means. It seems tell you that the item was not found. Make sure the item name is correct and the ID chosen to locate the record is proper.