I use PDO with the ODBC driver to query stored procedures in a MS SQL Server 2005 Database under Windows XP Professional with IIS 5 and PHP 5.1.4. You may have the same problems with a different configuration.
I experienced 2 very time consuming errors:
1. The first one is when you return the result of a SELECT query, and you get the following clueless message:
>>> Fatal error: Uncaught exception 'PDOException' with message 'SQLSTATE[24000]: Invalid cursor state: 0 [Microsoft][SQL Native Client]Invalid cursor state (SQLFetchScroll[0] at ext\pdo_odbc\odbc_stmt.c:372)' in (YOUR_TRACE_HERE) <<<
Your exact message may be different, the part to pay attention to is "Invalid cursor state".
-> I found that I had this error because I didn't include "SET NOCOUNT ON" in the *body* of the stored procedure. By default the server returns a special piece of information along with the results, indicating how many rows were affected by the stored procedure, and that's not handled by PDO.
2. The second error I had was:
>>> Fatal error: Uncaught exception 'PDOException' with message 'SQLSTATE[22003]: Numeric value out of range: 0 [Microsoft][SQL Native Client]Numeric value out of range (SQLFetchScroll[0] at ext\pdo_odbc\odbc_stmt.c:372)' in (YOUR_TRACE_HERE) <<<
Another meaningless error "Numeric value out of range"...
-> I was actually returning a date datatype (datetime or smalldatetime) "as is", that is, without converting it to varchar before including it in the result set... I don't know if PDO is responsible for converting it to a PHP datatype, but it doesn't. Convert it before it reaches PHP.