Hrm. Seems like your CTE declaration is missing a few pieces; I believe it should be like so:

with UnloadDates(ShipmentId,StartTime,EndTime) as(

select DISTINCT ShipmentID,

(select Min(starttime)

from tblInvoice I

where I.ShipmentID = O.shipmentID

and DataSent is null

) StartTime,

(select Max(Endtime)

from tblInvoice I

where I.ShipmentID = O.shipmentID

and DataSent is null

) EndTime

from tblInvoice O

where O.startTime IS NOT NULL

and O.EndTime IS NOT NULL

and O.DataSent is null)

The CTE needs to have a column listing in the format of: CTEName(Column1,Column2,...). After the AS, you need a starting parenthesis, which you close at the end of your CTE query.

Post back if it's still giving you issues; I believe I caught the errors, but there might be something I overlooked.

EDIT: Doh, forgot the closing parenthesis.