>>

>>DECLARE @lcField Char(40)
>>DECLARE @lcField2 Char(40)
>>DECLARE @lnNumero Integer
>>DECLARE @lnNumero2 Integer
>>
>>WHILE EXISTS (SELECT 1 FROM Relation)
>>BEGIN
>>   SELECT @lnNumero=Numero,@lcField=Field,@lcField2=Field2 FROM Relation
>>   PRINT 'Update Relation '+@lnNumero+'.'
>>
>>   SELECT @lnNumero2=Numero FROM Field WHERE Field=@lcField
>>
>>   UPDATE Relation SET NoField=@lnNumero2 WHERE Numero=@lnNumero
>>
>>   SELECT @lnNumero2=Numero FROM Field WHERE Field=@lcField2
>>
>>   UPDATE Relation SET NoField2=@lnNumero2 WHERE Numero=@lnNumero
>>
>>END
>>

>
>I need to select all records at first and loop. I do not think this would do it.

Where to select them?
You didn't select anything, you just store some data into variables :-)
This while is the same as your just I didn't store the variables in EXISTS ()

I am not sure what you try to do here. If you give me an example data and desired result maybe there is a solution w/o using cursors.