Thank you for the feedback.
I would like to achieve this without a third party tool.
Can't I say to the Management Studio automatically save (without having to ask the user) all the sql run through the query window to some directory?
I now I can put SQL Server to store all the query results and query text into a definied directory but it always (at the begining of the query) asks the user for which file (insede de definied directory) to stored this information.
What I want is let him run what he wants (the query) and that SQL Server stores the sql executed in the query window into other database without his knowledge or at least without he has to confirm.
I could do this using triggers inside the database but that would downgrade the performance and I have several Bulk Insert operations. So, this poit that is not an option.
Can someone help?