GRANT EXECUTE for stored procedure - where do I put it?

Hello,

I am trying to execute a stored procedure from a VB6 application - get an error message telling me thta execute permission is denied.

Have read elsewhere on this site that I need to grant the user EXECUTE permission using a statement

GRANT EXECUTE ON <<stored procedure name>> TO <<username>>

Do I put this statement in the stored procedure itself or does it have to go elsewhere.

----- stored procedure --------

CREATE PROCEDURE dbo.sp_FreeIssueParts
AS
      exec master..xp_cmdshell 'DTSRun /S (local) /U sa /P mbl1175 /N dtsFreeIssue', NO_OUTPUT
GO


------ connection from application -------

        Set dbBookIn = New Connection
        dbBookIn.CursorLocation = adUseClient
        dbBookIn.Open "PROVIDER=MSDASQL;dsn=SCLAnodising;uid=anodising;pwd=bugger;database=SCLAnodising;"
        dbBookIn.Execute "sp_FreeIssueParts"



I believe the staement I need is:

GRANT EXECUTE ON [dbo].[sp_FreeIssueParts] TO anodising

- but where does it go?

Thank You