You can use the STUFF method to achieve this:
SELECT AE.userid,
E.firstname,
A.title,
STUFF((SELECT ',' + [AI.itemvalue]
FROM association_items AI
WHERE AI.associationidFK = AE.associationidFK
FOR XML PATH('')), 1, 1, '') AS itemvalue
FROM associations_employees AE
INNER JOIN employees E ON E.userid = AE.useridFK
INNER JOIN associations A ON A.associationid = AE.associationidFK
GROUP BY AE.userid, E.firstname, A.title,
This has't been tested so may require some fine tuning.