From the Orchestration point of view, you would send a request and receive a response back.
As far as the exact problem, I’m not really sure. That sample is 2 ½ years old. I quickly review it and it looked like it should work. I think what should happen is to send a message and return an errors / status from SQL.
Maybe a better place to look is the SQL Adapter White Paper or some of the sample that might be around for BizTalk 2006.