I just checked the docs and they state that cte's and Row_Number are valid for SQL 2005.

This is the output that I get when I run the query I posted:

subIDprodgdatesalesdateprodendDateRowNumNewCol1 NewCol2

20002006-02-272006-02-272008-04-0402000_0 2006-02-27

20002006-02-272006-02-272008-04-0412000_1 2006-03-27

20002006-02-272006-02-272008-04-0422000_2 2006-04-27

30002009-09-032009-09-032010-04-0103000_0 2009-09-03

30002009-09-032009-09-032010-04-0113000_1 2009-10-03

30002009-09-032009-09-032010-04-0123000_2 2009-11-03

40002006-06-162006-06-162015-04-0304000_0 2006-06-16

40002006-06-162006-06-162015-04-0314000_1 2006-07-16

You could try moving the cte into the body of the query:

select *, CAST(subID as CHAR(4)) + '_' + CAST(RowNum as char(2)) NewCol1, DATEADD(mm, RowNum, prodgdate) NewCol2

from (

select subID, prodgdate, salesdate, prodendDate,

ROW_NUMBER() over(Partition by subID order by prodgdate)-1 RowNum

from @t

) a