There is a Partition function in Access that will do this for you - the syntax is
Partition(number, start, stop, interval)
e.g.
Select Partition([DaysLate], 0, 9999,30) as DateRange
You've almost got it right.
There's also more info here (a great description)
http://www.experts-exchange.com/Microsoft/Development/MS_Access/Q_20006150.html