You can probably do it with the sp_OACreate, but if you are in 2005 you are better off using a CLR function/procedure

As that is an appropriate way of doing it, it is not the ideal way of doing it. One should create their scripts when they are making the database...

Fixed the initial post, had an issue with posting the XML

The intial issue with the Key Lookup in test case 2 was caused with a poor index. 

If the following index is added, the CTE is actually outperforming the loops...

Its not a question of which one it defaults to.  When installing the second one, you probably installed it as a Named Instance.  If you didn't install one has  named...

I have come across this issue in the past (pre sp4).  From what I have been able to tell, it is unable to generate the execution plan due to the...

To get around this I went ahead and saved package configuration to an XML file, and ran the package through the command line and everything worked like a champ.