Если только так:
\ncreate procedure Test
As

Select 0 As a
UNION ALL
Select 1
UNION ALL
Select 2
UNION ALL
Select 3
UNION ALL
Select 4
UNION ALL
Select 5
UNION ALL
Select 6
UNION ALL
Select 7
UNION ALL
Select 8
GO

--------------------------------
create table #tmp (a int)

Insert Into #tmp execute TEST

Select
*
From
#tmp
Where
a Between 3 and 6
GO
---------------------------------

drop procedure Test
drop table #tmp