Try to use that construction:

OPEN CUR_MS_SITE;
LOOP
FETCH CUR_MS_SITE INTO v_CSS_MS_SITE;
EXIT WHEN CUR_MS_SITE%NOTFOUND;

..... your code ....

END LOOP;
CLOSE CUR_MS_SITE;

You can use CUR_MS_SITE%ROWCOUNT to get number of rows returned.