SQL Server only allows columns to appear in the column list if they are within an aggregate function or in the GROUP BY column list. If you think about it, it makes sense. Consider the following:

CREATE TABLE countrydata (
 city varchar(20),
 state varchar(2), 
 population integer)

SELECT city, state, MAX(population)
FROM countrydata
GROUP BY state

What value should SQL Server return for city? Within this table there will probably be more than one city for each state. VFP picks a value. I don't know of there's any reasoning to the value that's chosen nor would I want to rely on it. SQL Server (and the ANSI standard I believe) take the easy approach and just don't allow it.

BTW, this query should return all the info that you thought the above query would (I hope, it's completely off the cuff <s>)

SELECT city, state, population
FROM countrydata
WHERE population = (
 SELECT MAX(population)
 FROM countrydata cd
 WHERE state = countrydata.state)

-Mike