You would have to first update all the rows with null values to 0 using an update statement

update Mytablename set colA = 0 where colA is null

Then you should be...

This should work in SQL 2005

tbl_a

ID INT NOT NULL

col_a TEXT NULL

col_b TEXT NULL

UPDATE tbl_a

SET col_a = convert(varchar(max), col_a) + '. ' + convert(varchar(max), col_b),

col_b = NULL

WHERE

isnull(convert(varchar(max), col_b), '')...