It is not generally considered best practice to connect to a Stored Procedure. Is there a particular reason it has to be a procedure call and not a SELECT from a view?
To use a stored procedure you need to add the text (mode is write) after your connection string, eg:
CONNECT TO [Provider=SQLOLEDB..[...]..when possible=False](mode is write);
You will get warnings each time you open the document after doing this.