Solution 1:

This one automatically excludes the trailing comma, unlike most of the other answers.

DECLARE @csv VARCHAR(1000)

SELECT @csv = COALESCE(@csv + ',', '') + ModuleValue
FROM Table_X
WHERE ModuleID = @ModuleID

(If the ModuleValue column isn't already a string type then you might need to cast it to a VARCHAR.)

Solution 2:

With MSSQL you can do something like this:

declare @result varchar(500)
set @result = ''
select @result = @result + ModuleValue + ', ' 
from TableX where ModuleId = @ModuleId