>>You can try something like

DECLARE @FirstOfTheMonth datetime
>>DECLARE @LastOfTheMonth datetime
>>
>>SET @FirstOfTheMonth = '2003/04/01'
>>SET @LastOfTheMonth = DATEADD(day,-1, DATEADD(month, 1, @FirstOfTheMonth))
>>
>>SELECT
>>		SUM( CASE WHEN StartDate <= @FirstOfTheMonth + 0 And EndDate >= @FirstOfTheMonth + 0
>>				THEN 1 ELSE 0 END ) AS day01
>>		SUM( CASE WHEN StartDate <= @FirstOfTheMonth + 1 And EndDate >= @FirstOfTheMonth + 1
>>				THEN 1 ELSE 0 END ) AS day02
>>...
>>
>>		SUM( CASE WHEN StartDate <= @FirstOfTheMonth + 27 And EndDate >= @FirstOfTheMonth + 27
>>				THEN 1 ELSE 0 END ) AS day28
>>
>>		SUM( CASE WHEN StartDate <= @FirstOfTheMonth + 28 And EndDate >= @FirstOfTheMonth + 28
>>					And @FirstOfTheMonth + 28 <= @LastOfTheMonth
>>				THEN 1 ELSE 0 END ) AS day29
>>...

>
>Great and simple. I was thinking about running a select statement inside a loop...

You may also try

 ... WHEN @FirstOfTheMonth + 0 BETWEEN StartDate And EndDate 
-- instead of 
 ... WHEN StartDate <= @FirstOfTheMonth + 0 And EndDate >= @FirstOfTheMonth + 0

I'm not sure if SQL Server could use any index to optimize query in this case.