Neither of the highest voted answers are correct on SQL Server 2000. Perhaps they were using a different version.
Here are the correct versions of both of them on SQL Server 2000.
select t.range as [score range], count(*) as [number of occurences]
from (
select case
when score between 0 and 9 then ' 0- 9'
when score between 10 and 19 then '10-19'
else '20-99' end as range
from scores) t
group by t.range
or
select t.range as [score range], count(*) as [number of occurrences]
from (
select user_id,
case when score >= 0 and score< 10 then '0-9'
when score >= 10 and score< 20 then '10-19'
else '20-99' end as range
from scores) t
group by t.range