Running SQL Scripts Within A VB Enviroment.

Hi all, I think I have the right group, if I don't then I do
apologize.
My problem is that I'm trying to run a SQL script within a VB
Environment. The actual program is WISE Installer, but I'm sure that
the same problem arise within VB because we have also wrote an app
that is meant to run SQL scripts (But falls over the same). Basically,
there are some SQL keywords that are Query Analyser only.. ie: GO

Does anyone know of a list of Query only statements? The code below
fails, but since it's not as verbose as Query, all I'm getting is
'INCORRECT SYNTAX NEAR THE KEYWORD "PROCEDURE". Here's what's around
it:

^^^^^^^^^^^^^^^^^^ More stuff above
SET ANSI_NULLS OFF

CREATE PROCEDURE ASP_OutstandingStaffingRequirements
@stDate as datetime, @enDate as datetime, @locId as integer,
@gradeCount as Integer
AS

Create Table #glb_outshifts
^^^^^^^^^^^^^^^^^^^ More stuff below.


Any help would be great as I'm banging my head against the wall here.

BTW.. I don't actually know what the SQL script does, I'm just trying
to package together a deployment solution.

Many Many Thanks. Regards Mark (SQL GURU.. LOL)