SQL Server Books Online is a very good source, you can also check outExtended Stored Procedure DLL Wizard
http://msdn.microsoft.com/library/en-us/vccore/html/vcconCreatingExtendedStoredProcedure.asp?frame=trueCreating Extended Stored Procedures
http://msdn.microsoft.com/library/en-us/odssql/ods_6_con_01_22sz.asp?frame=trueTutorial on Extended Stored Procedures for MS SQL Server v7.0
http://www.codeproject.com/database/mssqltutorial.aspEnhance SQL Server with your own Extended Stored Procedures
http://www.devx.com/free/mgznarch/vcdj/1998/mar98/sql1.asp
http://msdn.microsoft.com/library/en-us/vccore/html/vcconCreatingExtendedStoredProcedure.asp?frame=trueCreating Extended Stored Procedures
http://msdn.microsoft.com/library/en-us/odssql/ods_6_con_01_22sz.asp?frame=trueTutorial on Extended Stored Procedures for MS SQL Server v7.0
http://www.codeproject.com/database/mssqltutorial.aspEnhance SQL Server with your own Extended Stored Procedures
http://www.devx.com/free/mgznarch/vcdj/1998/mar98/sql1.asp
摘一段：
Programming Extended Stored Procedures
Microsoft Open Data Services provides a server-based application programming interface (API) for extending Microsoft® SQL Server™ functionality. The API consists of C and C++ functions and macros used to build applications in the following categories: Extended stored procedures.
Gateway applications.
Extended Stored Procedures
Packaged as dynamic-link libraries (DLLs), extended stored procedures provide a way to extend SQL Server functionality through functions developed by using C/C++, the Open Data Services API, and the Microsoft Win32® API. These functions can send result sets and output parameters back to the client from a variety of external data sources.Gateway Applications
In the past, Open Data Services was used to write server applications, such as gateways to non-SQL Server database environments. With the emergence of newer and more powerful technologies, such as Windows NT Component Services and SQL Server distributed queries, the need for Open Data Services gateway applications has largely been replaced. If you have existing gateway applications, you cannot use opends60.dll and ums.dll that are shipped with SQL Server 2000 to run the applications. Gateway applications are no longer supported.
You can continue to run gateway applications using the opends60.dll and ums.dll that shipped with SQL Server 7.0.
只是存储过程啊，怎么跑到C++上了