Thanks Luis for your solution. This seems to be too advanced for me. Anyways i will try and take information about STUFF and XML path definitions

This did the trick !

SELECT STUFF((SELECT ',' + CAST( Code AS varchar( 15))

FROM Knowledge_domains

WHERE DOMAIN_TYPE ='MASTER'

FOR XML PATH('')), 1, 1, '') as Code,

'All' as Name

UNION ALL

SELECT CAST( Code AS varchar(8000)),

Name

FROM Knowledge_domains

WHERE DOMAIN_TYPE ='MASTER'