Accessing Query analyzer Messages programmatically

I would like to access the results posted to the Messages tab of Query Analyzer via code. I had assumed this was possible using ADO, but I am not having any luck.

Here is the example that I would like to use:

-- This T-SQL returns a simple report
DECLARE @.Foo Datetime

SELECT @.Foo = GetDate()

Print @.Foo
Print ''
Print 'Another line of text'
Print ''
Print 'End of report'

When I try opening this as an ADODB recordset, the recordset come back closed.

I'm scratching my head trying to think of other ways to do this, and I keep coming up blank.

Any ideas?see ADODB.Connection.Errors collection

?ADODB.Connection.Errors.Item(0).Description