Cursor

A way to create a cursor:

DECLARE myCursor CURSOR
FOR
SELECT value FROM table
OPEN myCursor

FETCH NEXT FROM myCursor INTO @myValue
WHILE (@@FETCH_STATUS = 0 ) BEGIN
--DoStuff
FETCH NEXT FROM myCursor INTO @myValue
END

Otherwise, check the documentation/help for SQL Server 2000. It provides pretty much the entier code you need to create/use a cursor.