> I have multiple DELETEs, UPDATEs in some of my SPs. For example
>
> CREATE PROCEDURE DO_STUFF
> AS
> BEGIN
>
> DELETE FROM USERS WHERE ....
>
> DELETE FROM ROLES WHERE...
>
> UPDATE LOG WHERE ...
>
> END
>
> Are all these statements run in the same transaction when I can the SP?

Yes. You can't execute parts of single statement (sp) in several transactions.

Ivan