I have a ASP.NET web page with a SqlDataSource configured with the select
pointing to a stored procedure.  This works as expected and using the
SqlDataSource_Selected event I test how many rows selected by:
 Debug.WriteLine(e.AffectedRows);

When viewing the page I find the following:
When EnableCaching=False it returns the expected value of 2 (2 rows of data).
When EnableCaching=True and SqlCacheDependency=CommandNotification it
returns 0.

/***Stored procedure used by select***/
set ANSI_NULLS ON
set ANSI_PADDING ON
set QUOTED_IDENTIFIER ON
GO
ALTER PROCEDURE [dbo].[sp_Test1_Sel]
AS
BEGIN
set ANSI_NULLS ON
set ANSI_PADDING ON
set ANSI_WARNINGS ON
set CONCAT_NULL_YIELDS_NULL ON
set QUOTED_IDENTIFIER ON
set NUMERIC_ROUNDABORT OFF
set ARITHABORT ON
Select ID, Name, ChangeDate, ChangeUserID, ListID From dbo.Test1 Order By ID
END
/*** ***/

I also have followed the instruction to enable SQL Server 2005 to support
this:
Enable SQL Server 2005 for Notificatgions:
(Assume you already hvae Notification Services installed)

   /***Enable the .NET CLR***/
   EXEC sp_configure 'show advanced options', '1'
   go
   reconfigure
   go
   EXEC sp_configure 'clr enabled', '1'
   go
   reconfigure
   go
   /***Enable Broker for database***/
   Alter DATABASE <database name> SET ENABLE_BROKER
   /***Grant permissions to sUBSCRIVE***/
   GRANT SUBSCRIBE QUERY NOTIFICATIONS TO <username>

Also the SQL Server 2005 is service is using "Network Service" for the logon
account.

Thanks,