I am not sure about DO-WHILE IN MS SQL Server 2008 but you can change your WHILE loop logic, so as to USE like DO-WHILE loop.
Examples are taken from here: http://blog.sqlauthority.com/2007/10/24/sql-server-simple-example-of-while-loop-with-continue-and-break-keywords/
Example of WHILE Loop
DECLARE @intFlag INT SET @intFlag = 1 WHILE (@intFlag <=5) BEGIN PRINT @intFlag SET @intFlag = @intFlag + 1 END GO
ResultSet:
1 2 3 4 5
Example of WHILE Loop with BREAK keyword
DECLARE @intFlag INT SET @intFlag = 1 WHILE (@intFlag <=5) BEGIN PRINT @intFlag SET @intFlag = @intFlag + 1 IF @intFlag = 4 BREAK; END GO
ResultSet:
1 2 3
Example of WHILE Loop with CONTINUE and BREAK keywords
DECLARE @intFlag INT SET @intFlag = 1 WHILE (@intFlag <=5) BEGIN PRINT @intFlag SET @intFlag = @intFlag + 1 CONTINUE; IF @intFlag = 4 -- This will never executed BREAK; END GO
ResultSet:
1 2 3 4 5
But try to avoid loops at database level. Reference.