Hi Rahul!
I issued the RESTART DATABASE command and the error still persists.
Also I tried to create another SP on another database and I got the same error. Maybe something is wrong in my configurations.
here is my configuration values:
DB2_SQLROUTINE_COMPILER_PATH = "C:\Program Files\Microsoft Visual Studio 8\VC\bin\VCVARS32.BAT"
DB2_SQLROUTINE_COMPILE_COMMAND = "COMMAND="cl -Od -W2 /TC -D_X86_=1 -I%DB2PATH%\include SQLROUTINE_FILENAME.c /link -dll -def

QLROUTINE_FILENAME.def /out

QLROUTINE_FILENAME.dll %DB2PATH%\lib\db2api.lib"
thanks again!