This could still be optimized but will perform a little better than my previous query:

--OUTPUT

SELECT e.MSKEY AS NUMBER,

ISNULL(fn.AVALUE,'') AS FNAME,

ISNULL(mn.AVALUE,'') AS MNAME,

ISNULL(ln.AVALUE,'') AS LNAME,

ISNULL(em.AVALUE,'') AS EMAIL

FROM Entries e

LEFT JOIN Entries fn

ON e.MSKEY=fn.MSKEY AND fn.ATTRNAME='FNAME'

LEFT JOIN Entries ln

ON e.MSKEY=ln.MSKEY AND ln.ATTRNAME='LNAME'

LEFT JOIN Entries mn

ON e.MSKEY=mn.MSKEY AND mn.ATTRNAME='MNAME'

LEFT JOIN Entries em

ON e.MSKEY=em.MSKEY AND em.ATTRNAME='EMAIL'

WHERE e.ATTRNAME=fn.ATTRNAME