>Are there aggregate functions for MS SQL Server like 'First' or 'Last'?
>

There is TOP, MAX() and MIN() just like in VFP.

For First
SELECT TOP * FROM table ORDER BY field1

For Last
SELECT TOP * FROM table ORDER BY field1 DESC

MAX() and MIN() - using pubs database

SELECT stor_id, MIN(qty) AS min_qty, MAX(qty) AS max_qty 
  FROM sales
  GROUP BY stor_id