Phil,
SQL Server is for data storage, not a front end. You can use SQL Server to store the URL for the page you want to display. The code that displays the URL should be in your front end app.
So, basically, if your stored procedure generates an error, you can return the URL for the web page. Your app should know that an error occurred and display the url within a browser.
-George
Strong and bitter words indicate a weak cause. - Fortune cookie wisdom