MSSQL Select statement with incremental integer column… not from a table

For SQL 2005 and up

SELECT ROW_NUMBER() OVER( ORDER BY SomeColumn ) AS 'rownumber',*
    FROM YourTable

for 2000 you need to do something like this

SELECT IDENTITY(INT, 1,1) AS Rank ,VALUE
INTO #Ranks FROM YourTable WHERE 1=0

INSERT INTO #Ranks
SELECT SomeColumn  FROM YourTable
ORDER BY SomeColumn 

SELECT * FROM #Ranks
Order By Ranks

see also here Row Number