>I am sorry that I still don't quite understand the use of GO command in the SQL Server SSMS query window. For example, do I need GO between each line as following:
>
>

>use [MyDatabase]
>go
>update Table1 set Fld1 = 'value' where Fld1 = 'OldValue'
>update Table2 set Fld1 = 'value' where Fld1 = 'OldValue'
>update Table3 set Fld1 = 'value' where Fld1 = 'OldValue'
>

>
>Do I need Go between each UPDATE command?
>
>TIA.

No, you don't need GO here. If one of the commands fails then depending on the XACT_ABORT setting the whole batch may fail.