Heterogeneous queries error

Hi,
I've a dynamic query that works on linked server but it keep giving me this
error "Heterogeneous queries require the ANSI_NULLS and ANSI_WARNINGS option
s to be set for the connection. This ensures consistent query semantics. Ena
ble these options and then reissue your query."
I've set all the ANSI_DEFAULT on but still doesn't work. Can someone help me
out?
Thx.
----
--
CREATE PROCEDURE a_sp_check_record
@.serverDB_name VARCHAR(100),
@.storeID VARCHAR(2),
@.cutoff_date VARCHAR(30)
AS
SET ANSI_NULLS ON
SET ANSI_WARNINGS ON
SET ANSI_DEFAULTS ON
DECLARE @.sqlString NVARCHAR(4000)
DECLARE @.recCount INT
-- exist in remote but missing in HQ
SET @.sqlString ='SELECT DISTINCT po_number, invoice_number, received_date, u
pc '
+'FROM ' + @.serverDB_name + '.dbo.receive_order_transactions REMO '
+'WHERE received_date>''' + @.cutoff_date + ''' AND '
+ 'store_id=' + @.storeID + ' '
+ 'AND NOT EXISTS (SELECT * FROM [tm341].dbo.receive_order_transactions HQ '
+ 'WHERE HQ.po_number=REMO.po_number AND HQ.invoice_number=REMO.invoice_n
umber AND '
+ 'HQ.received_date=REMO.received_date AND HQ.store_id=REMO.store_i
d AND '
+ 'HQ.store_id=' + @.storeID + ' AND REMO.store_id=' + @.storeID +')'
EXEC SP_EXECUTESQL @.sqlString
IF @.@.rowCOUNT = 0
print 'remote have all HQ rcv'
ELSE
print 'remote have missing HQ rcv'
GOYou the ANSI_NULLS & ANSI_WARNINGS settings within the stored procedure.
Instead apply these settings while creating the procedure itself.
SET ANSI_NULLS ON
SET ANSI_WARNINGS ON
GO
CREATE PROCEDURE usp_test(...
GO
Anith