If you mean the type of procedure you find in SQL Server, prior to 2010, you can't. If you want a query that accepts a parameter, you can use the query design window:
PARAMETERS SomeParam Text(10);
SELECT Field FROM Table
WHERE OtherField=SomeParam
You can also say:
CREATE PROCEDURE ProcedureName
(Parameter1 datatype, Parameter2 datatype) AS
SQLStatement
From: http://msdn.microsoft.com/en-us/library/aa139977(office.10).aspx#acadvsql_procs
Note that the procedure contains only one statement.