EXEC sys.sp_refreshsqlmodule 'dbo.MyProcFnOrView'
That will update your dependencies table, allowing you to use sp_depends even if the objects weren't inserted in order. New to 2005, thankfully someone at MS realized and fixed sp_depends' weakness.
When objects are added, rows are added to the internal dependency table. However, it's very easy to get out of sync - say if you add SP A that calls SP B, but add them in the reverse order. Which _never_ happens. Sure.
So, anyhow. Use that, then use one of the handy pieces of code online that assume that the dependency table always works.
or, you could always use the versions that 2008+ have (don't bother on 2005; not there):