Error Message from SQL query

I am trying to use a Common Table Expression but I am getting the error 'Incorrect syntax near the keyword 'WITH'.'  I am not sure what the problem is.  I tried the adventureworks example and it gives the same error.  Attched is the SQL query that I am using.

WITH Diagnosis(ICDCode,ICDDiagnosis,ICDDiagnosis,ICDDiagnosis,ICDDiagnosis)  AS 
(
	SELECT     dbo.ICDDiagnosisVISNList.ICDCode, dbo.ICDDiagnosisVISNList.ICDDiagnosis, dbo.ICDDiagnosisVISNList.MajorDiagnosisCategory, 
						  dbo.PTFDiagnosis.Rank, dbo.PatientMovement.PatientMovementID
	FROM         dbo.PTF INNER JOIN
						  dbo.PTFDiagnosis ON dbo.PTF.PTFID = dbo.PTFDiagnosis.PTFID AND dbo.PTF.Site = dbo.PTFDiagnosis.Site INNER JOIN
						  dbo.ICDDiagnosisVISNList ON dbo.PTFDiagnosis.ICDDiagnosisID = dbo.ICDDiagnosisVISNList.ICDDiagnosisID INNER JOIN
						  dbo.PatientMovement ON dbo.PTF.PTFID = dbo.PatientMovement.PTFID AND dbo.PTF.Site = dbo.PatientMovement.Site
	WHERE     (dbo.PTF.Site = 648) OR
						  (dbo.PTF.Site = 653) OR
						  (dbo.PTF.Site = 692)
)
SELECT     dbo.PatientMovement.AdmissionMovementID, dbo.PatientMovement.Site, dbo.WardLocationList.WardLocation, 
                      CASE WHEN MONTH(dbo.PatientMovement.MovementDateTime) >= 10 THEN YEAR(dbo.PatientMovement.MovementDateTime) 
                      + 1 ELSE YEAR(dbo.PatientMovement.MovementDateTime) END AS FiscalYr, dbo.TransactionTypeVISNList.TransactionType, 
                      dbo.PatientAddress.AddressType, dbo.PatientAddress.County, dbo.PatientMovement.PTFID, t.Site, t.ICDCode, t.ICDDiagnosis, t.MajorDiagnosisCategory, t.Rank
FROM         dbo.PatientMovement INNER JOIN
                      dbo.TransactionTypeVISNList ON dbo.PatientMovement.TransactionTypeID = dbo.TransactionTypeVISNList.TransactionTypeID INNER JOIN
                      dbo.WardLocationList ON dbo.PatientMovement.WardLocationID = dbo.WardLocationList.WardLocationID AND 
                      dbo.PatientMovement.Site = dbo.WardLocationList.Site INNER JOIN
                      dbo.Patient ON dbo.PatientMovement.PatientID = dbo.Patient.PatientID AND dbo.PatientMovement.Site = dbo.Patient.Site INNER JOIN
                      dbo.PatientAddress ON dbo.Patient.PatientID = dbo.PatientAddress.PatientID AND dbo.Patient.Site = dbo.PatientAddress.Site INNER JOIN t ON dbo.PatientMovement.AdmissionMovementID=t.PatientMovementID
WHERE     (dbo.PatientMovement.Site = 653) AND (dbo.PatientAddress.AddressType = 'P') OR
                      (dbo.PatientMovement.Site = 648) AND (dbo.PatientAddress.AddressType = 'P') OR
                      (dbo.PatientMovement.Site = 692) AND (dbo.PatientAddress.AddressType = 'P')

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