SQL error: ‘CREATE/ALTER PROCEDURE’ must be the first statement in a query batch

Run your statement in the following form:

IF EXISTS (SELECT * FROM sys.objects WHERE object_id = OBJECT_ID(N'myproc') AND type in (N'P', N'PC'))
  DROP PROCEDURE [dbo].[myproc]
GO
create PROCEDURE [dbo].[myproc]
AS
BEGIN
    select * from mytable
END
GO

Note the GO batch separator after DROP PROCEDURE