Transactions group is a set of tasks into a single execution unit. Each transaction begins with a specific task and ends when all the task in the group successfully complete. If any of the tasks fails, the transaction fails. 

Users can group two or more Transact-SQL statements into a single transaction using the following statements:

• Begin Transaction
• Rollback Transaction
• Commit Transaction

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http://www.mindstick.com/Articles/bc2ddf49-a755-4f5d-9534-97d38003fe42/?Transaction%20in%20SQL%20Server