Why do you think the query should return only one row (or none) regardless of how many rows may or may not match the filter?

I'm not sure if this statement

CONVERT(VARCHAR(11), LTRIM(RTRIM('01-JUL-2010')), 106)

actually does anything at all. Try this:

SELECT CONVERT(VARCHAR(11), LTRIM(RTRIM('41-JUL-2010')), 106).

The string dates cannot be sensibly compared as they stand. They must be converted to proper dates for SQL Server to be able to compare them properly. Both the columns and the variables. Here's some stuff for you to play with:

create table #trp_table (from_date varchar(15),to_date varchar(15))

insert into #trp_table(from_date,to_date)

SELECT '01-JUL-2010', '22-JUL-2010' UNION ALL

SELECT '15-JUL-2010', '20-JUL-2010' UNION ALL

SELECT '11-FEB-2010', '27-JUL-2010'

DECLARE

@To_Date varchar(15), @from_date varchar(15),

@To_DateDT DATETIME, @from_dateDT DATETIME

SET @from_date = '01-JUN-2010'

SET @To_Date = '30-JUN-2010'

SET @from_dateDT = CONVERT(DATETIME, @From_Date, 106)

SET @To_DateDT = CONVERT(DATETIME, @To_Date, 106)

-- check variables are good:

SELECT FromDate = @from_dateDT, ToDate = @To_DateDT

-- check date ranges:

SELECT From_date, To_date,

Errors = CASE WHEN (From_date >= @from_dateDT AND From_date <= @To_DateDT)

AND (To_date >= @from_dateDT AND To_date <= @To_DateDT) THEN 1 ELSE 0 END

FROM ( -- convert string to datetime in this inner query or derived table

SELECT

From_date = CONVERT(DATETIME, From_Date, 106),

To_date = CONVERT(DATETIME, To_Date, 106)

FROM #trp_table

) d