1. use dataadapter + datatable/dataset, although the statement is still run one by one, waiting for better support in .Net 2.0
OleDbConnection myConn = new OleDbConnection(myConnection);
OleDbDataAdapter myDataAdapter = new OleDbDataAdapter();
myDataAdapter.SelectCommand = new OleDbCommand(mySelectQuery, myConn);
OleDbCommandBuilder custCB = new OleDbCommandBuilder(myDataAdapter);
myConn.Open();
DataSet custDS = new DataSet();
myDataAdapter.Fill(custDS);
HOW TO: Perform Bulk Updates and Inserts Using OpenXML with .NET Providers in Visual C# .NET
http://support.microsoft.com/default.aspx?scid=kb;zh-cn;315968