I am assuming that you are using ADO and have error handling in the application but are not getting any errors from executing the SP!
If this is the case then you will probably need to modify the SP to check the state of @@Error, any non zero value means something went wrong and you can return the error code back to your app using an output parameter (or you could use RETURN @@Error at the end of the SP)
Check the state of the return code from your app and handle as required.