Its not possible to use First in the second statement, but you can use it in the first one:
select first 500 col1, col2, col3...
union
select
first 500 col1, col2, col3...
order by col1
You can solve the problem with a temp table:
Code:
select first 5 customer_num from customer order by customer_num desc
into temp tmp1;
insert into tmp1 select first 5 customer_num from customer;
select * from tmp1 order by customer_num;
You get the first and last 5 customer_num's.