Error Execute Sp_addlinkedserver In Stored Procedure

Error Message:

Msg 7202, Level 11, State 2, Procedure LoadConvertsDB, Line 24
Could not find server 'CONVERTSDB' in sysservers. Execute sp_addlinkedserver to add the server to sysservers.

T-SQL:

EXEC master.dbo.sp_addlinkedserver @server = N'CONVERTSDB', @srvproduct=N'Access', @provider=N'Microsoft.Jet.OLEDB.4.0', @datasrc=N'F:Converts.mdb';

Environement:

SQL 2005 Std, Win2000 Pro SP4, same computer. F is the network drive. SQL Log with the Windows NT domain account. F is the network drive.

Symptoms:

1. I can execute the T-SQL in the Query window in the SQL2005 Management Studio without any issue. After that, CONVERTSDB is in the Linked Servers lists.

2. If I put the T-SQL into a stored procedure, it does not work, and generate the above error. (EXEC dbo.LoadConvertsDB)

3. In the same Query window, If the above T-SQL is executed first and then execute the stored procedure, it will succeed. In the stored procedure, only the below T-SQL is before the sp_addlinkedserver.

BEGIN

SET NOCOUNT ON;

IF EXISTS (SELECT srv.name FROM sys.servers srv WHERE srv.server_id != 0 AND srv.name = N'CONVERTSDB') EXEC master.dbo.sp_dropserver @server=N'CONVERTSDB', @droplogins='droplogins';