declare @cou int
set @cou = (select count(*) from tbl)
while @cou >  0  
fetch
...
set @cou = @cou -  1 
end  --while
 

WHILE @@FETCH_STATUS =  0 
BEGIN
   FETCH NEXT FROM @Cursor
END

DECLARE curs cursor
local
forward_only dynamic read_only
for select  og.gd_id
           ,d.dir_id
           ,isnull(d.dir_par_id,  0 ) as dir_par_id
           ,d.dir_name
 --into #temp
 

from ordgd as og
     left join link as l on (l.gd_id = og.gd_id)
     left join dir as d on (l.dir_id = d.dir_id)
where og.order_id = @order_id
     and (d.dir_lock = 'group1'
          or d.dir_par_id is null) 

open curs
while (@count<> 0 )begin
  fetch NEXT from curs into @gd_id, @dir_id, @parent, @name
  set @stri = ''
  while (@parent<> 0 )begin
    set @stri = '\'+ ltrim(rtrim(@name)) + @stri
    set @name = (select dir_name 
                 from dir 
                 where dir_id = @parent
                       and dir_lock = 'group1'
                 )
    set @parent = (select dir_par_id 
                 from dir 
                 where dir_id = @parent
                       and dir_lock = 'group1'
                 )
  end
  if len(@stri)> 254  begin set @stri = 'error'end
  insert into #temp 
  values (@gd_id, @stri)
  set @count = @count -  1 
end

close curs
deallocate curs

вместо
while (@count<> 0 )begin
...

было
 FETCH NEXT FROM curs into @gd_id, @dir_id, @parent, @name
WHILE @@FETCH_STATUS =  0 
BEGIN
   FETCH NEXT FROM curs into @gd_id, @dir_id, @parent, @name
...