Instead of using
PRINT 'Invlid Message.Try again'
Try
SELECT 'Invlid Message.Try again' AS Col1
,'' AS Col2
,'' AS Col3
,'' AS Col4
,'' AS Col5
,'' AS Col6
etc.
to return you message as data, then your report should know how to handle it.
If your columns on the report are not wide enough you can break up your message like this:
SELECT 'Invlid' AS Col1
,'Message' AS Col2
,'Try again' AS Col3
,'' AS Col4
,'' AS Col5
,'' AS Col6