Sorry, didn't mean to leave you hanging...
Here's one way to read the result set of SP_WHO2 into a temp table. What ever you're doing (it would be nice if you told us what it actually is), you probably don't need a cursor. The exception might be producing a hierarchy for the BlkBy column to determine the start of the block chain and, if there isn't one, that would indicate the makings of a deadlock.
SELECT SPID,
STATUS,
Login,
HostName,
BlkBy,
DBName,
Command,
CPUTime,
DiskIO,
LastBatch,
ProgramName
INTO #MyHead
FROM OPENROWSET('SQLOLEDB','Server=yourserverinstancehere;Trusted_Connection=Yes;Database=Master',
'Set FmtOnly OFF; EXEC dbo.sp_Who2')
SELECT * FROM #MyHead
--Jeff Moden
Change is inevitable... Change for the better is not.