So, what you are looking for is:

Col1, comma-separated list of Column 2 (in order)

Col1 should only be there once.

Col2 is an integer, and should be sorted by it's value.

Is this correct?

So, this is what you're looking for:

DECLARE @table TABLE (

Col1 INT,

Col2 INT);

INSERT INTO @table (Col1, Col2)

SELECT 1, 1 UNION ALL

SELECT 1, 2 UNION ALL

SELECT 1, 5 UNION ALL

SELECT 1, 10 UNION ALL

SELECT 3, 1 UNION ALL

SELECT 3, 5 UNION ALL

SELECT 3, 10 UNION ALL

SELECT 3, 15;

WITH cte AS

(

SELECT DISTINCT Col1

FROM @table

)

SELECT Col1,

CS = STUFF((SELECT ',' + CONVERT(VARCHAR(10), Col2)

FROM @table t1

WHERE t1.col1 = cte.Col1

ORDER BY Col2

FOR XML PATH(''), TYPE).value('.','varchar(max)'),

1, 1, '')

FROM cte

ORDER BY Col1;