[sql] Alter column in SQL Server

I think you want this syntax:

ALTER TABLE tb_TableName  
add constraint cnt_Record_Status Default '' for Record_Status

Based on some of your comments, I am going to guess that you might already have null values in your table which is causing the alter of the column to not null to fail. If that is the case, then you should run an UPDATE first. Your script will be:

update tb_TableName
set Record_Status  = ''
where Record_Status is null

ALTER TABLE tb_TableName
ALTER COLUMN Record_Status VARCHAR(20) NOT NULL

ALTER TABLE tb_TableName
ADD CONSTRAINT DEF_Name DEFAULT '' FOR Record_Status

See SQL Fiddle with demo