Here's a trick I've used in the past to do similar things. Use SUBSTRING function.
SELECT n.nominationID
, SUBSTRING((
SELECT ',' + naf.awardFocusName
FROM NominationAwardFocus naf
JOIN AwardFocus af
ON naf.awardFocusID = af.awardFocusID
WHERE n.nominationID = naf.nominationID
FOR XML PATH('')
), 2, 1000000)
FROM Nomination n
Note that the 2 is used to chop off the leading comma that the subselect adds to the first item, and 1000000 is chosen as a large number to mean "all of the rest of the string".
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