Hi djam
Yes sql stored procedures do support loops. You can use a WHILE statement although SQL uses it slightly differently to say VB code. You can also use a CURSOR which is a SQL recordset, which you loop through and execute other commands per record.
CURSORS should be avoid as they can slow your query times down. Often you can get by without using cursors by using mutliple sql statments. The flip side of the coin is that often there are no alternatives to using a cursor but if the cursor is written correctly and optimally then they can be a powerful function within your procedure.
Have a look in SQL BOL index for the WHILE and CURSOR keyword. You can also search using the keyword search in this forum, there are hundreds of articles on procedures, cursors, loops and while statements.
Hope this helps
John