SQL & PL/SQL

I was hoping someone could answer this one for me (while I am trying to find the info in the manuals / Google).

I am busy creating a procedure (still new with this). I am having trouble with a display, that only works in some places. I use:

DBMS_OUTPUT.PUT_LINE
('No data found');

When I place it in the beginning of the procedure, after BEGIN, it works. When I place this after my first select statement, it doesn't work. I can use it just like this, straight after the select statement, or inside an if statement - but none of this works.

Is there a rule about where dbms_output.put_line may and may not be used, that I should know about ?

Dirk