Messages output via print in a procedure are only seen in the DBI error handler so if you want to capture them you need to set that up. There is an example in the 20SqlServer.t test where a procedure is created which prints.

MS SQL Server, by default does not batch up results and the prints are deemed a result (of a sort). I think you need to call execute then loop whilst odbc_more_results is true.

$s->execute;
while($s->odbc_more_results) {
  # your error handler will catch prints 
}
[download]

</code>