converting Access queries to SQL stored

I am converting Access 2000 queries to SQL 2000 stored procedures. In Access, when I run a query that updates a key field, it may create a key violation on some records, but Access will ask you if you want to still update just the records that have no key violation.
In SQL, when I execute an Update stored procedure, if one of the records fails because of key violation, all updates are rolled back with an error.
How do I force SQL to take just the “good” records in an Update query?

I tried “SET XACT_ABORT”, but it doesn’t work in this case. Maybe it cannot be done as easily as in Access and I need to use a cursor and loop throught records and update each one individually.

Thanks in advance for your help.

Gary