I'm here via Dale's mirror, got stuck in sleep disconnect and now can't get
back to your message, but here's my reply:

If you mean it all has to look like one table, that's easy, just make a
derived table out of it:
SELECT x.* FROM
  (SELECT w.WRKNO
  , w.RELNO
  , c.CO_ID
  , c.LOTID
  , s.COLOR
  , CONVERT(char(6), w.WRKNO) + '  ' + c.LOTID + '  ' + SFC_Colors.COLOR) AS
LISTCOL
  FROM WorkOrder w
  INNER JOIN CombOrder c
  ON w.WO_ID = c.WO_ID
  LEFT JOIN SFC_Colors s
  ON c.COLOR_ID = s.COLOR_ID
  WHERE w.ACTIVE = 1 
  AND c.ACTIVE = 1) x
ORDER BY x.WRKNO, x.LOTID

(You can't put the ORDER BY in the definition of a derived table.)

Note that a derived table is something SQL Server really likes and can use
very efficiently, it's not at all the same thing as a subquery in terms of
performance.

Whether you can open a cursor on it is another question though.  Personally
I don't use cursors so I'm not knowledgable about their ins and outs. 
Cursors are considered not really "SQL-ish" (for lack of a better
word) and are also reputed to have a really bad effect on performance.  Are
you sure a cursor is the best way to solve your problem?

P.S.  I'm writing this from Montreal, this is the first time I've checked
in in several days... I feel bad that I wasn't there when you first asked
your question.

--- BBBS/NT v4.01 Flag-5