The temp table is built in the first of the 5 queries I posted. Temp tables are session sensitive... they only "live" as long as the current session does. You can make it a permanent table just by removing the # sign from before the name. Of course, then you'll need to make sure you drop it when you're done with it. Look up "temporary tables, Creating and Modifying a Table" in Books Online and see the section on temporary tables for more information on them.
A "covering index" has all of the columns in the criteria followed by all of the columns in the SELECT list. They can be very fast because all of the information is contained in the index... it never has to go back to the table to find anything.
--Jeff Moden
Change is inevitable... Change for the better is not.