Boris,

Your WHILE loop never ends because @MasterRef will never be NULL. IOW, when query that assigns local variables retuns 0 records, the variables remains unchanged not set to NULL

>
>Sorry for late answer, but was too busy to do anything but read.
>Why you use two tables when you need just one?
>You could get both fields from ClaimRef table, isn't it?
>

>Create Procedure DontUseCursors
>As
>DECLARE @MasterRef    varchar(10)
>DECLARE @MasterRefMax varchar(10)
>DECLARE @ClaimRef     varchar(10)
>
>
>Declare @i int
>
>SELECT @MasterRef    = c.MasterRef,
>       @MasterRefMax = Tbl1.MaxRef,
>       @ClaimRef     = c.ClaimRef
> FROM claim c
>      INNER JOIN (SELECT MIN(ClaimRef) AS ClaimRef, MAX(ClaimRef) AS MaxRef FROM Claim) Tbl1
>ON c.ClaimRef = Tbl1.ClaimRef
>
>WHILE @MasterRef IS NOT NULL AND @MasterRef <= @MasterRefMax
>    BEGIN
>       print @ClaimRef
>       SELECT @MasterRef = c.MasterRef,
>              @ClaimRef  = c.ClaimRef
> 	FROM claim c
>        INNER JOIN (SELECT MIN(ClaimRef) As ClaimRef FROM claim
>                           Where ClaimRef > @ClaimRef) Tbl1
>	ON p.ClaimRef = Tbl1.ClaimRef
>    END
>

>again not tested :-)