The 'real' SQL standard does not allow you to insert multiple records with one query, but some databases have extra functions that allow tricks like that. For example, in MySQL you can add several sets of values tot eh insert statement;
INSERT INTO table VALUES(1,2,3),(4,5,6)
Search the manual of your database, there may be a trick like this available.
Note: if you want to prevent future compatibility problems, then use only the functions that are generic!