The multi-step error can be triggered by attempting to insert a string value into a table that is too large for its intended column.

For example, if you have a string input that is 51 characters and you attempt to insert into a column that is designated as a VARCHAR(50), you may trigger one of the following errors:

For server-side cursors

Microsoft OLE DB Provider for ODBC Drivers error 80040e21
Multiple-step OLE DB operation generated errors. Check
each OLE DB status value, if available. No work was done.

For client-side cursors

Microsoft Cursor Engine error 80040e21
Multiple-step operation generated errors. Check each
status value.

Our thanks to Sean at Orbasys for this tip.