Change sub fatal in Links.pm. Or if it's for a separate cgi script, add the line:

local $SIG{__DIE__} = \&MyModule::my_fatal;

and in MyModule.pm create a function my_fatal, modelled after Links::fatal.

EDIT: do you really want your script to die after this error, don't you want to just print out the error, and go on with the script, i.e. something like

my $error;
$table->insert($record) or $error = $GT::SQL::error;
if ($error) {
do something useful here ...
}

Ivan
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Iyengar Yoga Resources / GT Plugins