DTS Job Reporting Failures

I have a DTS Job that is reporting failures but it looks to me as if
the job is actually completing successfully. The job only has a
couple steps. Step 1 (DTSStep_DTSExecuteSQLTask_1) Execute SQL Task,
runs a stored procedure to export blobs (pdf files) out of sql server
and onto the local machine.
Here is the code in the storedprocedure called sp_PDFExport
CREATE PROCEDURE [dbo].[sp_PDFExport] AS
begin
set quoted_identifier off

declare @pk int

declare @where_clause varchar(100)

declare @file_name varchar (50)

declare @debug varchar (50)

Declare @cmd varchar (50)

--debug

/*if @Debug = 1
print @cmd
exec Master..xp_cmdShell @cmd */


-- begin cursor

DECLARE LOOKUP CURSOR FOR select pr.[id]
from plan_report pr, plan_version pv
where pv.plan_id = pr.plan_id and pv.status = '30' and pr.create_time


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