Way To Escape From CURSOR

I am probably a bit of dumb programmer but I am trying to get away from using cursors in my SQL stored procedures. I probably have my VB program code set in my mind but what is the alternative of doing something like this in T-SQL:

do while not recordset.eof
if condition is ok then
update blah blah blah set something = recordset("field")
end if
recordset.movenext
Loop

Can someone give me an example in T-SQl which can achieve the same thing? (Apart from calling SQL stored procedure using ADO within VB?)

Thanks