Luis,

CREATE PROCEDURE must the first statement in the batch. In order to solve this issue, you can use this pattern:

IF NOT EXISTS (
		SELECT *
		FROM sys.objects
		WHERE OBJECT_ID = OBJECT_ID(N'[dbo].[MyProcedureName]')
			AND type IN (
				N'P'
				,N'PC'
				)
		)
	EXECUTE ('CREATE PROCEDURE [dbo].[MyProcedureName] AS SET NOCOUNT ON;');

Send this as a first separate execSQL statement. The next statement will be the 'ALTER procedure statement'

ALTER PROCEDURE MyProcedureName 

--- code of the procedure here

>Hello Comunity,
>
>I try to create an SQL Server Stored Procedure from my VFP desktop Application, then i write all my SP inside TEXT..TO VFP.
>The first problems was the [GO], then i comment all, but i have an error near PROCEDURE ??
>
>I paste the code here:
>
>

>	Text to msel textmerge noshow pretext 7
>		IF EXISTS (SELECT 1 FROM INFORMATION_SCHEMA.ROUTINES 
>			WHERE ROUTINE_NAME = 'ExportToExcelData'
>			AND ROUTINE_TYPE = 'PROCEDURE')
>			BEGIN
>				PRINT 'Existe'
>			END
>	  	ELSE
>			BEGIN
>			USE [MyDatabase]
>			*!*GO
>			/****** Object:  StoredProcedure [dbo].[ExportToExcelData]    Script Date: 19/11/2017 21:37:04 ******/
>			SET ANSI_NULLS ON
>			*!*GO
>			SET QUOTED_IDENTIFIER ON
>			*!*GO
>			
>			CREATE PROCEDURE [dbo].[ExportToExcelData] ( @dbName varchar(100) = 'master', @sql varchar(5000) = '', @fullFileName varchar(100) = '' ) 
>				as 
>				if @sql = '' or @fullFileName = '' 
>					begin 
>					select 0 as ReturnValue -- failure 
>					return 
>					end 
>					--if DB isn't passed in set it to master 
>						select @dbName = 'use ' + @dbName + ';' 
>						if object_id('##TempExportData') is not null 
>						drop table ##TempExportData 
>						if object_id('##TempExportData2') is not null 
>						drop table ##TempExportData2 
>						-- insert data into a global temp table 
>						declare @columnNames varchar(8000), @columnConvert varchar(8000), @tempSQL varchar(8000) 
>						select @tempSQL = left(@sql, charindex('from', @sql)-1) + ' into ##TempExportData ' + substring(@sql, charindex('from', @sql)-1, len(@sql)) 
>						exec(@dbName + @tempSQL)
>						
>						if @@error > 0 
>						begin 
>						select 0 as ReturnValue -- failure 
>						return 
>						END
>						
>						SELECT @columnNames = COALESCE( @columnNames + ',', '') + '['+ column_name + ']', @columnConvert = COALESCE( @columnConvert + ',', '') + 'convert(nvarchar(4000),' + '['+ column_name + ']' 
>						+ case when data_type in ('datetime', 'smalldatetime') then ',121' 
>						when data_type in ('numeric', 'decimal') then ',128' 
>						when data_type in ('float', 'real', 'money', 'smallmoney') then ',2' 
>						when data_type in ('datetime', 'smalldatetime') then ',120' else '' end + ') as ' + '[' + column_name + ']' 
>					FROM tempdb.INFORMATION_SCHEMA.Columns WHERE table_name = '##TempExportData' 
>					
>					SELECT @sql = 'select ' + @columnNames + ' into ##TempExportData2 from (select ' + @columnConvert + ', ''2'' as [temp##SortID] from ##TempExportData union all select ''' + 		replace(replace(replace(@columnNames,'[',''),']',''), ',', ''', ''') + ''', ''1'') t order by [temp##SortID]' 
>					exec (@sql) 
>					
>					-- build full BCP query 
>					SELECT @sql = 'bcp " select * from ##TempExportData2" queryout "' + @fullFileName + '" -T -c -CRAW' -- execute BCP 
>					EXEC master..xp_cmdshell @sql 
>					
>					IF @@error > 0 
>					BEGIN 
>						SELECT 0 AS ReturnValue -- failure 
>						RETURN 
>					END 
>					DROP TABLE ##TempExportData 
>					DROP TABLE ##TempExportData2 
>					SELECT 1 as ReturnValue -- success ---
>					END
>	Endtext
>					
>	If u_sqlexec(msel)
>	Else
>		MSG(msel)
>	Endif	
>

>
>I hope someone could give me some hepl to understand why this error.
>
>Many Thanks,
>Luis Santos