I'm pretty sure they are telling you wrong.. The USE statement is not permitted inside a stored procedure, when a stored procedure is created any use statements before it specify what database it is going into.

For example:

USE [yourdatabase]

GO

CREATE PROCEDURE dbo.SomeProc

AS

SELECT 1

GO

USE [yourdatabase]

GO

Tells it where to go to

CREATE PROCEDURE dbo.SomeProc

AS

SELECT 1

GO

Is the code that is compiled.

CEWII