I want to use CASE statement to update some records in sql server 2005

Question

UPDATE dbo.TestStudents  
SET LASTNAME = 
( CASE  
WHEN (LASTNAME = 'AAA') THEN 'BBB' 
WHEN (LASTNAME = 'CCC') THEN 'DDD' 
WHEN (LASTNAME = 'EEE') THEN 'FFF' 
ELSE  (LASTNAME)
END )

The statement serves its function, but the else condition scans every table row. Can I leave the unaffected rows alone in any way?