We report on the possibility of determining milli-arcsecond accurate positions (relative to Sgr A*) for 43 GHz SiO masers located at the Galactic center. The SiO masers were found in OH/IR stars in a previous Very Large Array survey. We used the Very Long Baseline Array and the phased Very Large Array in a phase-referencing scheme with a cycle time of 40 seconds. The continuum source Sgr A* is used as phase-reference source. Because of the atmospheric phase instability at 43 GHz and sensitivity considerations, only 2 sources (from 10) were detected. However, we show that reliable positions can be obtained with calculable errors, which allows one to measure the proper motion of these stars accurate to ~30 km/sec in 5 years.