Just to add to what David McKinney already said - a simple example of how to use the OPENROWSET that makes use of the possibilities offered in the article without wrapping into a stored procedure:

USE master

SELECT *

FROM OPENROWSET('SQLOLEDB','SERVER=.;Trusted_Connection=yes','SET FMTONLY OFF EXEC sp_lock') ORS

LEFT OUTER JOIN (VALUES

('S', 'Shared'),

('IS', 'Intent Shared')

) LockExpl(Mode, ModeText)

ON ORS.Mode = LockExpl.Mode