I have a table like:
EntityID AttributeID OptionText
5016 20 Paintings
5044 18 Female
5060 48 M
5060
Try the code below (I've included all test SQL so you don't have to practice on live data). You can view a working example here: http://data.stackexchange.com/stackoverflow/q/115141/
--Set up test table
CREATE TABLE #Table1 (EntityID INT, AttributeID INT, OptionText VARCHAR(50))
INSERT INTO #Table1
SELECT 5030, 48, 'M'
INSERT INTO #Table1
SELECT 5030, 48, 'F'
--Begin actual working SQL
SELECT T1.EntityID,
T1.AttributeID,
STUFF(( SELECT ', ' + T2.OptionText
FROM #Table1 T2
WHERE T2.AttributeID = T1.AttributeID
AND T2.EntityID = T1.EntityID
FOR XML PATH('')
), 1, 2, '') [Attributes]
FROM #Table1 T1
GROUP BY T1.EntityID, T1.AttributeID
DROP TABLE #Table1