For best results you should use Excel or another storage medium like Word, as Kenneth stated. But this can be done by doing the following. What you can do is go to tools --> options --> Query results --> SQL Server --> Results to text and check the box that says "include column headers in result set."

Now that you have the columns taken care of, you can use the row_Number function to get the row numbers.

select Row_Number() over(order by mycolumnid) As row_number, col1, col2 etc..

from mytable

This takes care of the row number.

Now, run the query and select all the records and open a text document and paste the results.

Make sure you are not copy and pasting millions of records because this will degrade your system.