strSQL = "exec dbo.sp_VarianceReport @UserName = wgriffiths, @SortOrder = CostCenter"Try delimiting the parameters:
strSQL = "exec dbo.sp_VarianceReport @UserName = 'wgriffiths', @SortOrder = 'CostCenter'"And, as Sergey mentioned, make sure that you have a SET NOCOUNT ON at the top of your stored procedure.