DECLARE @s varchar(max)
DECLARE @i INT ,@max INT
SET @s=''
SET @i=1
SET @max=10
WHILE @i<=@max
BEGIN
     if @i<@max
      SET @s=@s+'SELECT '+CONVERT(varchar(3),@i)+' UNION ALL '
     else
      SET @s=@s+'SELECT '+CONVERT(varchar(3),@i)

     SET @i=@i+1
END

print @s
EXECUTE(@s)