Lynn, OTF,

I think what OP is talking about is redirecting STDOUT to a file (specified by the -o switch). This supposed to capture all output produced by SQL statements in the input file (specified by -i) and write them to a file.

Ankur,

Are you sure there are no errors? Try to setup error log as well.

For Reference:

http://msdn.microsoft.com/en-us/library/ms162773(v=sql.105).aspx