Could be done by using cursor, can it be done without cursor?

Not sure if I got it right.

I did install the Client Utility which include SSMS on workstation which is running WinXP SP2. I didn't have problem with that, or may...

I tried to buy one a while ago, but not successfully, (I am in Sydney) seems only 64bit version of SQL2005 Developer Edition is available to be purchased here in...

Presumably that you have another column which maintains the uniqueness and sorting order, such as

1. An identifier such as ‘ID’

...

From SQLHelp.

ClientProcessID

The ID assigned by the host computer to the process where the client application is running. This data column is populated if the client process ID is provided...