SQLSTT = 51002

I'm trying to access a remote database (DB2 on Windows) using embedded
SQL and am receiving a SQLCOD = -000000805 and a SQLSTT = '51002'.
Looking that up in the handy SQL message document in Info Center, it
tells me that 'The package corresponding to an SQL statement execution
request was not found.' 

In my RPG program I'm doing a DECLARE CURSOR C1 FOR SELECT <blah>. I
then do an OPEN C1, and that's where I get the error. I'm doing a
CONNECT TO prior to the OPEN, and I connect with no errors.

I can do this from Interactive SQL with no problems.

Any ideas? Thanks...