how to create stored procedures?

To create a stored procedure use the following syntax:

Create Procedure <name> as
<your query here>

..and execute that as a query

An may I suggest that you look it up further in Books Online (The SQL Server help, reacable from inside Management Studio help menu) to get more info about such things as parameters

In SQL 2005,

When you select NEW Stored procedure, it will create a template for you.

It looks like this -

CREATE PROCEDURE dbo.YOUR_STOREDPROCEDURE_NAME

-- Add the parameters for the stored procedure here

AS

BEGIN

    -- YOUR STATEMENT HERE / QUERY 
SELECT <@Param1, sysname, @p1>, <@Param2, sysname, @p2>

END

GO