I don't know how this would work from the command line, as it's not valid sql, to my knowledge. However, your answer is this: SET doesn't go with INSERT; it goes with UPDATE. for an INSERT command, use this syntax:
INSERT INTO table (field1, field2, ...) VALUES ('value1', 'value2', ...)
you don't need a semicolon at the end unless you have more statements after this one before you perform the query (and sometimes not even then.)