--An alternative without ROW_NUMBER()

--How about this?

select distinct

u.UserID

, stuff((

select ', ' + u2.RoleName

from @UserRole u2

where u2.UserID = u.UserID

and u2.RoleAssignedDate = (

select min(u3.RoleAssignedDate)

from @UserRole u3

where u3.UserID = u2.UserID

and u3.RoleName = u2.RoleName

)

order by u2.RoleAssignedDate asc

for xml path('')

), 1, 2, '') 'RoleName'

from @UserRole u