Note: Oddly enough, even the free Toad
for SQL Server does not let you run
just the statement under the cursor.
It is really annoying that TOAD does not hold to what it promises:
From TOAD help: [F9 to execute] a portion of a statement, which can contain one or more statements. You can select the portion of the statement by placing the cursor within or adjacent to the statement, or by selecting the statement.
Note: Toad considers "adjacent" all statements (including comments) separated from the cursor or from each other by fewer than two blank lines. If an error occurs during statement execution, an error message displays, allowing you to either ignore the error and continue or to abort execution.
I tried it million times but it simply executes the whole script. I wanted to search for it in the user support group (toadss(at)yahoogroups.com) but yahoo has the stupidest search facility ever! It can't even find the keyword "toad" in the toad mail group, DOH!
I think TOAD is the best querying tool ever, but the lack of this feature really annoys me too.
UPDATE: SOLUTION FOUND!
I asked this issue in toadss mail group and got the answer. Unlike Oracle, you have to separate statements in SQL Server with the keyword GO after each statement. Only if you do that the F9 button works as expected, executing the current statement.