If you can't do transactions (or don't want to) then remember that mysql_query() can only call one query at a time. So a query like this:
INSERT INTO `table` VALUES (1,2);
INSERT INTO `table` VALUES (3,4);
INSERT INTO `table` VALUES (5,6);
won't execute the last two since it will be truncated to the first real query. To run multiple queries you'd have to execute each individual query on the loop, or use a "combined" format where you do something like:
INSERT INTO `table` VALUES (1,2), (3,4), (5,6);