IT:AD:SQL Server:HowTo:SQL:Functions/Transactions

Here's an example:

USE AdventureWorks;
GO

-- READ UNCOMMITTED is same as setting NOLOCK on all tables in all SELECT statements in transaction. 
-- This is the least restrictive of the isolation levels.
SET TRANSACTION ISOLATION LEVEL READ UNCOMMITTED
GO
BEGIN TRANSACTION;
GO
SELECT * 
FROM HumanResources.EmployeePayHistory;
GO
SELECT * 
FROM HumanResources.Department;
GO
COMMIT TRANSACTION;
GO

For more on SET TRANSACTION: * http://msdn.microsoft.com/en-us/library/ms173763.aspx