>The insert is something that takes time on SQL Server. Usually, it takes about 3 1/100 of a second. When I have some insert to do in batch, such as adding 10 records, this will make it up to close to 1/3 of a second. What I do is to issue a INSERT command each time. Is there a way to insert several records in one command?

Just found this link, which answers your question

http://blog.sqlauthority.com/2008/07/02/sql-server-2008-insert-multiple-records-using-one-insert-statement-use-of-row-constructor/