Justin's example above is very good. But that Primary key need should be stated very clearly. I have seen that code in the wild without the key and the results are bad.
The complaint I get about the Percentile_Cont is that it wont give you an actual value from the dataset. To get to a "median" that is an actual value from the dataset use Percentile_Disc.
SELECT SalesOrderID, OrderQty,
PERCENTILE_DISC(0.5)
WITHIN GROUP (ORDER BY OrderQty)
OVER (PARTITION BY SalesOrderID) AS MedianCont
FROM Sales.SalesOrderDetail
WHERE SalesOrderID IN (43670, 43669, 43667, 43663)
ORDER BY SalesOrderID DESC