Calling a SQL Server 7.0 Stored Procedure with a SET CONCAT_NULL_ YIELDS_NULL OFF command.

["Browne, Steve" <SBrowne@SPB.SWFPAC.NAVY.MIL>]

SQL Server 7.0 has a new option, CONCAT_NULL_YIELDS_NULL, which is
automatically set to ON for ODBC clients by SQL Server.  When this option is
set ON, concatenating a NULL value with a string yeilds a NULL result.  When
set to off the result is the string itself.  By placing a SET
CONCAT_NULL_YIELDS_NULL OFF at the beginning of stored procedures and
triggers this option is turned off for the duration of that stored procedure
or trigger.  I've tested this and it works fine except when I execute the
stored procedure from an SQR.  The SET command doesn't appear to work.  If
the SQR causes a trigger to be fired the SET command does work.

Anyone have any ideas why?