Stored Procedure Creation,Invalid Object Name

I am trying to create a new stored procedure in Sql server managment studio express in a database.
I am getting an error message saying

Invalid object name 'Consumer_delete'.

Can you please tell why I am getting this error message?? Also , I need to make sure that the created procedure appears in the list of database objects after execution.
Thanks for your help



SET ANSI_NULLS ON

GO

SET QUOTED_IDENTIFIER ON

GO

ALTER PROCEDURE Consumer_delete

@ConsumerID int,

@BusinessId int

AS

BEGIN

DECLARE @intError int

DECLARE @ConsBusinessID int

SET NOCOUNT ON

SELECT @ConsBusinessID = CONSUMERBUSINESS.[ID]

FROM CONSUMERBUSINESS

WHERE ConsumerID = @ConsumerID and BusinessId = @BusinessId

DELETE FROM CONSUMERBUSINESS

WHERE ConsumerID = @ConsumerID and BusinessId = @BusinessId



DELETE FROM CUSTOMERREMINDER

WHERE ConsumerBusinessID = @ConsBusinessID

DELETE FROM NOTE

WHERE ConsumerBusinessID = @ConsBusinessID

DELETE FROM VISIT

WHERE ConsumerBusinessID = @ConsBusinessID



--ERROR HANDLING--------

SET @intError = @@ERROR

IF @intError <> 0

GOTO ExitError

RETURN 0

ExitError:

RETURN @intError

END