Help with version/behavior quirks.

Here's the story....

We have a product that was developed using MsSQL server. We recently 
changed over to PostgreSQL in an ongoing effort to get away from MS 
products. We have one workstation that this port was done on, and we are 
now trying to deploy on other machines.

Environment is pg under cygwin, odbc, and pgadmin II.

On the development/test machine (pg 7.2.3, odbc 7.1.9, pgadmin 1.2.0), 
you can put a query inside begin/end statements and get the results. e.g.

 begin;
 select * from table_name;
 end;

returns the table contents.

We have several other machines, running various combinations, e.g.
 pg 7.3.1, odbc 7.2.5, pgadmin 1.4.12
 pg 7.2.1, odbv 7.2.3, pgadmin 1.2.0

and with those we just get a "query OK" message. It obviously does the 
query, but it doesn't display the results.

Which behavior is "right", and is there something we can do to see the 
results?

Our application has a function that returns a cursor with a result set. 
This works with the first system (the development system this was coded 
on) but we can't get a similar behavior to work on the platform we want 
to deploy/develop on now.

Alternatively, is there another way to return a set of rows/columns from 
a function? We are converting from an MsSQL app that had a stored 
procedure that returned several results all at once. This was no problem 
in MsSQL, but seems to require explicit cursor use in postgresql?

Thanks in advance!

-Jon