Я бы использовал что-то вроде try catch catch с SQL 2005
Пример цитируется с сайта:
BEGIN TRY
-- Generate a divide-by-zero error.
SELECT 1/0;
END TRY
BEGIN CATCH
SELECT
ERROR_NUMBER() AS ErrorNumber,
ERROR_SEVERITY() AS ErrorSeverity,
ERROR_STATE() AS ErrorState,
ERROR_PROCEDURE() AS ErrorProcedure,
ERROR_LINE() AS ErrorLine,
ERROR_MESSAGE() AS ErrorMessage;
END CATCH;
GO