What more do you want to know on CTEs? Here's a good, albeit fairly technical, article on CTEs.
http://blogs.msdn.com/craigfr/archive/2007/10/18/ctes-common-table-expressions.aspx
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability