You need SQL 2005 or greater for this:
Rownumbers with partitions:
SELECT
s.gppraccode
,age
,ROW_NUMBER()OVER (PARTITION BY gppraccode ORDER BY age asc) As [RowNumber]
FROM mgw_ane_base AS s
SELECT s.gppraccode, age
,ROW_NUMBER() OVER (ORDER BY age) AS "RowNumber"
,RANK() OVER (ORDER BY age) AS Rank
,DENSE_RANK() OVER (ORDER BY age) AS "DenseRank"
,NTILE(10) OVER (ORDER BY age) AS Quartile
INTO ##mgw
FROM mgw_ane_base AS s