In SQL Server 2008 you can insert multiple rows using a single SQL INSERT statement.
INSERT INTO MyTable ( Column1, Column2 ) VALUES ( Value1, Value2 ), ( Value1, Value2 )
For reference to this have a look at MOC Course 2778A – Writing SQL Queries in SQL Server 2008.
For example:
INSERT INTO MyTable ( Column1, Column2, Column3 ) VALUES ('John', 123, 'Lloyds Office'), ('Jane', 124, 'Lloyds Office'), ('Billy', 125, 'London Office'), ('Miranda', 126, 'Bristol Office');
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