I don't think that is possible with Execute SQL, so you would either change to New SQL Query or continue running the queries in the foreground like Execute SQL always does.
I have also written almost all of my SQL queries in JMP using Execute SQL syntax, but I'm slowly changing to New SQL Query() where I can, even though the syntax for it is in my opinion fairly bad, it is much more difficult to use and it doesn't have good documentation... but I'm working out all the kinks in hopes that it will be improved in the future.
-Jarmo