Try this ..
select
d.name AS [Dealer Name]
,c.commissionamount AS [Commission Amount]
,c.createddate AS [Commission Created Date]
,p.name AS [Product Name]
,stuff((SELECT ', ' + pcci.Name
FROM ProductCategory pcci
join ProductCategoryMapping pcmi
on pcmi.ProductCategoryId=pcci.ProductCategoryId
join Product p1i
on p1i.ProductId=pcmi.ProductId
WHERE p1i.ProductId = p.productid
FOR XML PATH(''),TYPE).value('.','NVARCHAR(MAX)'),1,2,'')
AS [CSV]
from commission c join dealer d
on d.dealerid=c.dealerid
join product p
on c.productid=p.productid;