SQL UPDATE all values in a field with appended string CONCAT not working

Here is what I want to do:

current table:

+----+-------------+  
| id | data        |  
+----+-------------+  
|  1 | max         |  
|  2 | linda       |  
|  3 | sam         |  
|  4 | henry       |  
+----+-------------+  

Mystery Query ( something like "UPDATE table SET data = CONCAT(data, 'a')" )

resulting table:

+----+-------------+  
| id | data        |  
+----+-------------+  
|  1 | maxa        |  
|  2 | lindaa      |  
|  3 | sama        |  
|  4 | henrya      |  
+----+-------------+  

thats it! I just need to do it in a single query, but can't seem to find a way. I am using mySQL on bluehost (I think its version 4.1)

Thanks everyone.