Note that Matt's code will result in an extra comma at the end of the string; using COALESCE (or ISNULL for that matter) as shown in the link in Lance's post uses a similar method but doesn't leave you with an extra comma to remove. For the sake of completeness, here's the relevant code from Lance's link on sqlteam.com:
DECLARE @EmployeeList varchar(100)
SELECT @EmployeeList = COALESCE(@EmployeeList + ', ', '') +
CAST(EmpUniqueID AS varchar(5))
FROM SalesCallsEmployees
WHERE SalCal_UniqueID = 1