Correct syntax is:

select R.* into SIRSdata

from Budget..Hrbg as R , Revenue..BudHrbg as BD

where R.BudID= BD.BudID and R.servcdate between BD.startDate and BD.endDate

but this query create a table SIRSdata and insert...

Maybe you can use SELECT INTO. SELECT INTO is nonlogged and run faster then INSERT SELECT.

Query Time = Time that server needs run the query + Time that client needs to read the result.

Management studio need long time to read and display result.