Man, this article does not go into any depth.  Your example proc has capitals in it, which Microsoft specifically says not to do.  The script for a system proc should follow this format:

EXEC SP_CONFIGURE 'ALLOW UPDATES', 1

RECONFIGURE WITH OVERRIDE

USE MASTER

GO

CREATE FUNCTION

system_function_schema.fn_proper(@InputString

VARCHAR(255))

RETURNS VARCHAR(255)

BEGIN

  DECLARE @ReturnString varchar(350)

  SELECT @ReturnString =

  UPPER(SUBSTRING(@inputString,1,1)) +

  LOWER(SUBSTRING(@InputString,2,254))

  RETURN(@ReturnString)

END

GO

EXEC SP_CONFIGURE 'ALLOW UPDATES', 0

RECONFIGURE WITH OVERRIDE

SELECT fn_proper('scott')

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