try to use the following syntax to set the company for a customer:

{'parent_id': <id-of-customer/company>}

The ID must be a database ID of an entry of the model res.partner. If there exists an entry of res.partner with DB-ID 5 you can write:

{'parent_id': 5}

(I assume that you are using the write-method of XMLRPC)

There is also another field in the customer object: company_id, if you want to set the related company for the customer. Be aware of the difference between a customer/company and the OpenERP company (your company).

Here is an example of how to use XMLRPC with python: https://accounts.openerp.com/forum/Help-1/question/711/