Try the following:

Sub UpdateHeaderFooter()
Dim oField As Field
Dim oSection As Section
Dim oHeader As HeaderFooter
Dim oFooter As HeaderFooter
For Each oSection In ActiveDocument.Sections
   For Each oHeader In oSection.Headers
       If oHeader.Exists Then
           For Each oField In oHeader.Range.Fields
               oField.Update
           Next oField
       End If
   Next oHeader
   For Each oFooter In oSection.Footers
       If oFooter.Exists Then
            For Each oField In oFooter.Range.Fields
                oField.Update
           Next oField
       End If
   Next oFooter
Next oSection
End Sub

or

Sub UpdateAllFields()
Dim oStory As Range
 For Each oStory In ActiveDocument.StoryRanges
   oStory.Fields.Update
   If oStory.StoryType <> wdMainTextStory Then
     While Not (oStory.NextStoryRange Is Nothing)
       Set oStory = oStory.NextStoryRange
       oStory.Fields.Update
     Wend
   End If
 Next oStory
 Set oStory = Nothing
End Sub