defining a variable

Hi All.

I need to create a sql script and launch it from pgadmin. In this script
some sql statements (INSERT) have to depend from the result of previous
statements (SELECT).
Is there a way to define a variable in SQL and set its value with the result
of a SELECT query?

Using the psql console I've used the command set var 'val'; and this
statement works fine.
Usising the same command from pgadmin an error is reported.

Im using postgres 8.2 on WindowsXp environment.

Thanks in advance.

Luca.
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