well, lets say you have this array.
$ar = array('one', 'two', 'three');
and you had a mysql table (mydata) that looked something like this
id, myValue
you could then do something like this.
$query = "INSERT INTO mydata (myValue) VALUES ('".join("'),('", $ar)."')";
This is what you should end up with
INSERT INTO mydata (myValue) VALUES ('one'),('two'),('three');