In MySQL you can insert multiple rows like this:
INSERT INTO \'tablename\' (\'column1\', \'column2\') VALUES (\'data1\', \'data2\'), (\'data1\', \'da
If you use the Sqlite manager firefox plugin, it supports bulk inserts from INSERT SQL statements.
INSERT
Infact it doesn't support this, but Sqlite Browser does (works on Windows, OS X, Linux)