SQLInfoMessageEventHandler And PRINT Statement In SQL Express

I have a stored procedure contains a few PRINT statement that return the status to the client.  On the client side, I am using vb.net to add handler for it, as follow:

'--------------------------------------------------------------------------------
con = New SqlConnection("Data Source=.SQLEXPRESS;Initial Catalog=IntranetMaster;Integrated Security=True;Persist Security Info=False;Connect Timeout=0")


AddHandler con.InfoMessage, New SqlInfoMessageEventHandler(AddressOf ShowSQLMessage)

Sub ShowSQLMessage(ByVal o As Object, ByVal e As SqlInfoMessageEventArgs)
  Dim err As SqlError
  For Each err In e.Errors
   Console.WriteLine(Now() & " - SQL Message: " & err.Message)
  Next err
End Sub

'--------------------------------------------------------------------------------


The stored procedures as follows:

BEGIN
 SET NOCOUNT OFF;

 PRINT 'Remove Sales Data in Current Year'
 EXEC uspMRT_RemoveSalesDataInCurrentYear @dbName

 PRINT 'Remove Reference Tables'
 EXEC uspMRT_RemoveRefTablesData @dbName

 PRINT 'Import Data'
 EXEC uspMRT_ImportData @dbName, @folder

END

'---------------------------------------------------------------------------------


The result is that the message from several PRINT statements are coming out only at the end of the stored procedure and all in once, so I cannot time the individual processing time.

Is there anything I have done wrong? or anyway to make the PRINT result comes out immediately?

Thanks

Raymond