>>BTW, I use SP for such tasks when I need to run multple commands.
>
>My application instantiate class and execute method of another application(.EXE) that persist into SQL Server.
>- My application - persist into DBC/DBF
>- Other application - persist into SQL Server
>When persist in my application I have to execute a method of the other application.
>
>Those application expose class to me. So I instantiate that classes and execute your methods.
>
>Sometimes, when occours error, my application revert the transaction, but the other application do not.
>
>I know that the other application execute more then one SQL Instrunction but I don't know what are.
>
>I don't have permision to change and recompile the other application, so I don't put instructions btw begin en commig/rollback transaction.
>
>I will try to get permission to change the other application and then make the changes needed.
>
>
>Thinks so much.

I don't know if the changes in the other application are necessary. The main question is - from your application are you able to send all your commands at once as one batch or you need to use separate commands?

If that's the case, how can we guarantee that the transaction would persist and apply to only our commands and not the commands send by other applications? I'm not sure about it.

Using one batch will guarantee that all the commands will execute together.