MASQUERAID,
If you already have that AM/PM...
SELECT User, Site,[Date], [AM/PM], Min(DT) AS FirstTime, Max(DT) AS LastTime
FROM [Times]
WHERE DT <#12:00 PM#
GROUP BY User, Site, [Date], [AM/PM]
UNION ALL
SELECT User, Site,[Date], [AM/PM], Min(DT) AS FirstTime, Max(DT) AS LastTime
FROM [Times]
WHERE DT >=#12:00 PM#
GROUP BY User, Site, [Date], [AM/PM]
Regards,
Patrick