T-SQL中SELECT和SET有什么区别

I'm working on a stored proc that executes some dynamic sql. Here's the example I found on 4GuysFromRolla.com

CREATE PROCEDURE MyProc
  (@TableName varchar(255),
   @FirstName varchar(50),
   @LastName varchar(50))
AS

    -- Create a variable @SQLStatement
    DECLARE @SQLStatement varchar(255)

    -- Enter the dynamic SQL statement into the
    -- variable @SQLStatement
    SELECT @SQLStatement = "SELECT * FROM " +
                   @TableName + "WHERE FirstName = '"
                   + @FirstName + "' AND LastName = '"
                   + @LastName + "'"

    -- Execute the SQL statement
    EXEC(@SQLStatement)

如果您注意到，他们使用关键字 SELECT 而不是 SET.我不知道你能做到这一点.有人可以向我解释两者之间的区别吗?我一直认为 SELECT 只是为了选择记录.