If you're using SQL Server 2000, you can use XML to send the keys to a SQL Server stored procedure.

CREATE PROCEDURE usp_CustomersSelect
 @customerIDs text
AS
 DECLARE @hDoc int

 EXECUTE sp_xml_preparedocument @hDoc OUTPUT, @customerIDs

 SELECT * 
 FROM 
  customers c
  INNER JOIN OPENXML(@hDoc, 'customers/id') WITH (id int "@value") x
    ON c.customerid = x.id

 EXECUTE sp_xml_removedocument @hDoc 

The XML fragment should have the following form:

<customers>
 <id value="nnn"/>
</customers>

-Mike