The code below will do the trick with only one line of code:

EXEC master..xp_execresultset

N'SELECT ''GRANT EXEC ON '' + o.name + '' TO '' + ''my_user''

FROM sysobjects o

WHERE xtype = ''P'' AND [name] NOT LIKE ''dt_%'' ', my_db

Just replace my_user and my_db with the correct values.

I posted some more nice examples on xp_execresultset my blog some time ago:

http://www.vandeputte.org/2005/10/xpexecresultset.html

Kind regards,

Frederik