A friend showed me this trick a year or two ago, and it has come in handy once again. In Microsoft SQL Server 2005 and higher if you need to insert more than one record into a database table in a single statement (kind of like how MySQL has), here is how you can do it.

INSERT INTO contacts (
    firstName   
    , lastName   
    , title
)
SELECT 
    'Adam'
    , 'Presley'
    , 'Senior Software Engineer' 

UNION ALL

SELECT 
    'Ben'
    , 'Nadel'
    , 'ColdFusion Awesome Dude';

Notice that this solution starts off with a basic INSERT statement, then uses a SELECT statement to provide the values. The trick here is to do a UNION ALL for each additional record you wish to insert. Pretty cool eh? Happy coding!!