A. Usual reason for this is that the command only works on SQL 7 mode databases. If you have migrated an existing 6.5 database then it is probably still set to 6.5 compatibility mode. Use sp_dbcmptlevel to check and set it to SQL 7 mode.
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Some say performance tuning SQL Server is an art; others say it’s a science. It’s a bit of both of those, but also more. Many factors determine how well (or poor) SQL Server will perform, and it starts well before any application database is installed into an instance.