SQL Puzzle

Can anyone solve this puzzle with SQL only - no temp tables and no cursors
(sent to me by a friend)?

I would have done it with a cursor on SQL Server but the rules stipulate not using a cursor. Can this be done with just SQL?

You have a table:

First Name Last Name
John Doe
Jeff Smith
etc..

Is it possible to write a query in SQL which assigns serial numbers 1; 2; 3; to the rows(in any sequence)? So the output should look like this:

Number First Name Last Name
1 John Doe
2 Jeff Smith
etc..

Note that your query must work with any data for the input table. You cannot rely on the fact that there are only two rows. Number cannot be a IDENTITY column.

Thanks!