DBMS_HS_PASSTHROUGH.EXECUTE_IMMEDIATE

Hello,

I'm using the DBMS_HS_PASSTHROUGH.EXECUTE_IMMEDIATE command in PL/SQL in oracle to execute a store proc on a SQL Server 2005 database.
When the store proc on the SQL Server side excutes, It fails for some reason.  We're able to do a RETURN @@ERROR on the sql server side and see a value of 5000.  
However, On the Oracle side, the return value shows 0.  

Any suggestions on how to capture the return value from sql server onto Oracle?

Thank you.
JG