I'm not certain that your stored procedure is thread safe. Remember, multiple processes may call this at the same time -- the file will be locked if someone else is writing to it, and you will throw an exception. Unfortunately, I'm not certain how to check first...

On that same note, you should probably use w.Dispose() instead of w.Close(), and wrap the whole thing in a try/finally block in case something bad happens (e.g. an exception). If you do hit an exception currently, the Close() will not get hit -- and the file will remain locked until the GC happens to come along and do its thing.