only SQL 2012 supports the CONCAT function.
This is how to do it on a lesser SQL: (in my case it's SQL 2008.)
SELECT DISTINCT A0.DISPLAYNAME AS "Device Name", A1.NAME AS "Name", A1.MEMBERS AS "Members"
FROM Computer A0 (nolock) LEFT OUTER JOIN LocalGroups A1 (nolock) ON A0.Computer_Idn = A1.Computer_Idn
WHERE (A1.NAME = N'Administrators') and (A1.MEMBERS LIKE '%' + A0.DISPLAYNAME + '\%')
ORDER BY A0.DISPLAYNAME