You'll want to use a foreach loop to build the query, most likely.
something where you build the sql query at the start, then add the array values as you go through the loop. I don't know mySQL queries really well, so that's probably not even a valid way to do that bit, but:
$sql = 'INSERT INTO table ';
foreach ($yourArray as $key => $value) {
$sql .= '('.$key.') VALUES ('.$value.')';
}
mysql_query($sql);
Anyone who's a bit craftier with mySQL wanna clean up that query for him? 🙂