Re: I must be using CASE statement wrong, but...how?

You are close. 

http://infocenter.sybase.com/help/topic/com.sybase.infocenter.dc36271.1572/html/blocks/X22617.htm

DECLARE @loop_var INT
SET @loop_var = 0

WHILE (@loop_var < 10)   -- easier to check results with a limited loop
BEGIN

    SET @loop_var = @loop_var + 1

   SELECT CASE @loop_var
    WHEN 0 THEN       "0"
    WHEN 1 THEN     "1"  
    WHEN 2 THEN     "2"
   END -- CASE

END