using vars in scripts

hi,

i know this is silly, but i can't find the way...

with mssql i can do this:

declare @my_var varchar(20) ;
set @my_var = 'something' ;
select @my_var ;


with mysql it's even easier:

set @my_var = 'something' ;
select @my_var ;


but, with postgre ? i don't know how to do that...