Osql Batch Processing Without -i

Hi,
I have just started using MSSQL and the DOS environment at work. I have
a lot of experience with Sybase and the UNIX environment, but this is a
whole new ball of wax.
I'd like to use osql from a batch file to log into the dataserver and
run a fairly long list of SQL and then exit. I don't want to have a bunch
of SQL files sitting around that I have to use the -i option to run, and
I'd rather not create temporary SQL files like this.

echo "exec sp_who2" >tmp.sql
echo "select * from....... " >>tmp.sql
osql -E -S <DATASERVER> -n -w999 -i tmp.sql
del tmp.sql

I can't use the -Q option, of course because as I said, I'll be writing
quite a few lines of SQL, and it won't all fit on the one line, or at least
it wouldn't be pretty if I did.

In UNIX, I can simply execute the following from either the command line
or in
a script.

isql -S<DATASERVER> -U<USER> <<-EOF

sp_who
go
select * from .....
go
EOF --EOF is the isql session terminator exits me back to the command line.

This behavior does not appear to work with OSQL. There is a -O option
which help mentions, and that talks about disabling the EOF terminator for
batch processing, but I wasn't able to find any usage or examples on the net
where someone is using EOF to terminate their OSQL SQL batch.

This is what help listed.
[-O use Old ISQL behavior disables the following]
<EOF> batch processing
Auto console width scaling
Wide messages
default errorlevel is -1 vs 1


Any help you could offer would be appreciated. Thanks.

Darren