Does MS access(2003) have anything comparable to Stored procedure. I want to run a complex query in MS acceess

You can concatenate the records with a User Defined Function (UDF).

The code below can be pasted ‘as is’ into a standard module. The SQL for you example would be:

SELECT tbl.A, Concatenate("SELECT B  FROM tbl
        WHERE A = " & [A]) AS ConcA
FROM tbl
GROUP BY tbl.A

This code is by DHookom, Access MVP, and is taken from http://www.tek-tips.com/faqs.cfm?fid=4233

Function Concatenate(pstrSQL As String, _
        Optional pstrDelim As String = ", ") _
            As String
    'example
    'tblFamily with FamID as numeric primary key
    'tblFamMem with FamID, FirstName, DOB,...
    'return a comma separated list of FirstNames
    'for a FamID
    '    John, Mary, Susan
    'in a Query
    '(This SQL statement assumes FamID is numeric)
    '===================================
    'SELECT FamID,
    'Concatenate("SELECT FirstName FROM tblFamMem
    '     WHERE FamID =" & [FamID]) as FirstNames
    'FROM tblFamily
    '===================================
    '
    'If the FamID is a string then the SQL would be
    '===================================
    'SELECT FamID,
    'Concatenate("SELECT FirstName FROM tblFamMem
    '     WHERE FamID =""" & [FamID] & """") as FirstNames
    'FROM tblFamily
    '===================================

    '======For DAO uncomment next 4 lines=======
    '======     comment out ADO below    =======
    'Dim db As DAO.Database
    'Dim rs As DAO.Recordset
    'Set db = CurrentDb
    'Set rs = db.OpenRecordset(pstrSQL)

    '======For ADO uncomment next two lines=====
    '======     comment out DAO above     ======
    Dim rs As New ADODB.Recordset
    rs.Open pstrSQL, CurrentProject.Connection, _
            adOpenKeyset, adLockOptimistic
    Dim strConcat As String 'build return string
    With rs
        If Not .EOF Then
            .MoveFirst
            Do While Not .EOF
                strConcat = strConcat & _
                    .Fields(0) & pstrDelim
                .MoveNext
            Loop
        End If
        .Close
    End With
    Set rs = Nothing
    '====== uncomment next line for DAO ========
    'Set db = Nothing
    If Len(strConcat) > 0 Then
        strConcat = Left(strConcat, _
            Len(strConcat) - Len(pstrDelim))
    End If
    Concatenate = strConcat
End Function