;with test (name, value)
as
(
       select 'a', 1 union all
       select 'a', 4 union all
       select 'b', 2 union all
       select 'b', 6 union all
       select 'c', 1
)

select name
       ,[1] as Max1
       ,[2] as Max2
from   (
       select *
       from   (
              select name
                     , value
                     , rn = row_number() over (partition by name order by value desc)
              from   test
              ) d
       where  rn < 3
       ) d (name, value, rn)
pivot (
       max([value]) 
       for [rn] in ([1],[2])
       ) p

output:

name Max1        Max2
---- ----------- -----------
a    4           1
b    6           2
c    1           NULL

-------Create your test table---------------------------------
CREATE TABLE  test (name varchar(50),value int)
INSERT INTO test 
       select 'a', 1 union all
       select 'a', 4 union all
       select 'b', 2 union all
       select 'b', 6 union all
       select 'c', 1
-------Select First maximum value ------------------------
SELECT * INTO #temp 
FROM(SELECT	         name
			,MAX(value) AS FirstMax
	 FROM test
GROUP BY name
) a
----Disired result set-----------------------------------
SELECT		 t.Name
		,t.FirstMax
		,CASE WHEN EXISTS (SELECT 1 FROM test WHERE value = t.FirstMax) THEN (SELECT MAX(value) FROM test WHERE value <t.FirstMax AND name = t.Name)
			END AS SecondMax	
FROM #temp t
-----Drop Tables---------------------------------------
DROP TABLE test
DROP TABLE #temp
------------------------------------------------------