More than 200 insert queries batch!

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i m using .Net 2003 & SLQ Server, i have more than 200 queries now i m using

For i = 0 to dTable.count -1

query = "sp_City '" dTable.Rows(i).Item("name") & "', '" & dTable.Rows(i).
Item("code") & "'"

Rem calling the ExecuteNonQuery
IF Not execute(query) Then Return False

End For

Return True


here, executing the query one by one, but i want call ExecuteNonQuery just
one time.
how it possible.

Thanks

.