Sp_depends

I am having problems with the sp_depends stored proc. It doesn't report any dependencies for certain procs and tables. Can anyone give me an advice on what's going on and how to resolve my problem?
Here is my code and the result from executing it. (my environment is: sql2000, sp1, nt 4.0 sp6).
Thanks,

Peter

use pubs
go
drop table test1
go
drop table test2
go
create table test1 (name varchar(20))
create table test2 (name varchar(20))
go
insert into test1 values ('pete')
insert into test1 values ('mike')
go

drop proc test_proc
go
CREATE PROCEDURE test_proc
AS

create table #tmp (name1 varchar(20))

insert into #tmp
select name from test1

insert into test2(name)
select name from #tmp
go

sp_depends test_proc
go
sp_depends test1
go
sp_depends test2
go

The output I get is:
(1 row(s) affected)


(1 row(s) affected)

Object does not reference any object, and no objects reference it.
Object does not reference any object, and no objects reference it.
Object does not reference any object, and no objects reference it.