INSERT INTO MyTable (FirstCol, SecondCol)
SELECT 'First' ,1
UNION ALL
SELECT 'Second' ,2
UNION ALL
SELECT 'Third' ,3
UNION ALL
SELECT 'Fourth' ,4
UNION ALL
SELECT 'Fifth' ,5
SELECT 'First' ,1
UNION ALL
SELECT 'Second' ,2
UNION ALL
SELECT 'Third' ,3
UNION ALL
SELECT 'Fourth' ,4
UNION ALL
SELECT 'Fifth' ,5
Type 2 for SQL server 2008
INSERT INTO MyTable (FirstCol, SecondCol)
VALUES ('First',1),
('
Second
',2),
('
Third
',3),
('
Fourth
',4),
('
Fifth
',5)