ADO Does Not Add To Errors Collection After The Second FETCH NEXT In A SP

I'm having trouble obtaining errors raised in a stored
procedure via the ADO Errors collection after the second
FETCH NEXT statement from within that stored procedure.


Consider the following table created in a SQL Server
database:


CREATE TABLE TestTable
(
TestInt int
)
go


INSERT TestTable(TestInt) values(1)
INSERT TestTable(TestInt) values(2)
INSERT TestTable(TestInt) values(3)


This is a very simple table with one column, and three
rows containing the values 1, 2 and 3.


Consider this stored procedure:
CREATE PROCEDURE TestStoredProc
as
BEGIN
set rowcount 0
Set NoCount ON


declare @TestInt int
declare @ErrMsg char(7)
declare TestCursor cursor forward_only for
select * from TestTable


open TestCursor
Fetch next from TestCursor into @TestInt


While @@fetch_status<>-1
Begin
select @ErrMsg = 'Error ' + convert(char, @testint)
raiserror(@ErrMsg, 16, 1)
raiserror(@ErrMsg, 16, 1)
Fetch next from TestCursor into @TestInt
end


Close TestCursor
DeAllocate TestCursor
return
END


This stored procedure simply defines a cursor on all rows
in TestTable. For each row fetched from the cursor, the
error message 'Error n' is raised twice, where n is the
integer that had just been fetched from the cursor.


Finally, consider this VB code using ADO to execute the
above stored procedure. After the stored procedure is
executed, the code loops through the errors collection,
and creates a message box for each error in the collection:


Private Sub Form_Load()
Dim cn As Connection
Dim cm As Command
Dim oErr As Error


On Error Resume Next


Set cn = CreateObject("ADODB.Connection")
cn.Open "Data Source=<Some SQL Server>; Initial
Catalog=<Some Database Name>; Provider=SQLOLEDB; Persist
Security Info=False; Integrated Security=SSPI"


Set cm = CreateObject("ADODB.Command")
Set cm.ActiveConnection = cn
cm.CommandType = adCmdStoredProc
cm.CommandText = "TestStoredProc"
cm.Execute


For Each oErr In cn.Errors
MsgBox oErr.Description
Next


End
End Sub


When this code is executed, only two message boxes appear
with the message "Error 1".


Any help on this matter would be greatly appreciated :)