To catch those elusive error messages you could also try:
Declare @SQL nVarChar(4000)
Set @SQL=N'osql -Usa -P -Q"declare @t table(PKey Int not Null) insert @t select Null"'
Exec xp_CmdShell @SQL
and do whatever you want with the response 
PeteK
I have CDO. It's like OCD but all the letters are in alphabetical order... as they should be.