This SP is really good. Thanks for it. But, what I noticed is it works only for single user. As you mentioned exec master..spWhatsRunning 0 will not produce any output. It requires usename too.
So, the better way I found is to enter the following way:
exec master..spWhatsRunning 0,Administrator,null
I tried this in 08 R2.
Let me know if I went correctly or not. Thank you