SQL Server 2005 introduces the varbinary(max) column type for storage of large blocks of data. OpenESQL currently has a column size limit of 65K. The article will detail how you can store data in these columns even with the 65K limit.
SQL Server has a "write" function that allows you to write data to offsets in a table column. This works well with the varbinary(max) column to enable applications to store large documents or binary objects in SQL Server.
Attached to this article is a example showing how to use the write function from COBOL.