I have one seperate table for state and another table for district.. having the foregin key relation in the district table. I wana find the district names for the corresponding state. Is this possible to do with the stored procedures? is there a way that procedure could return multiple rows at a time.
Yes it is possible, stored procedures are there to accomplish such regular tasks. In this case you need better understanding on stored procedures, refer to http://www.sql-server-performance.com/articles/dba/stored_procedures_basics_p1.aspx.
A Stored Procedure is just a shell for one or more SQL statements. so, yes, first write the query and then wrap it inside a stored procedure and maybe parameterise it. Quite straight-forward.