Colleague showed me a neat way to display DB2 SQLSTATE message. For this "trick" you should have DB2 installed. Launch DB2 Command Window using shortcut or command line by typing db2cmd. New command window is opened. Then you can type db ? SQLSTATE_CODE and you should se message related to that code.
C:\Documents and Settings\mresetar>db2 ? 20000 SQLSTATE 20000: The case was not found for the CASE statement.