Wrapping a group of inserts in a transaction will speed them up according to this StackOverflow Question/Answer.
You can use this technique, or you can use Bulk Copy to speed up a series of related operations to perform.
// Widget has WidgetId, Name, and Quantity properties
public void InsertWidgets(IEnumerable<Widget> widgets)
{
using(var conn = new SqlConnection("{connection string}")) {
conn.Open();
using(var tran = conn.BeginTransaction()) {
try
{
var sql = "insert Widget (WidgetId,Name,Quantity) Values(@WidgetId, @Name, @Quantity)";
conn.Execute(sql, widgets, tran);
tran.Commit();
}
catch(Exception ex)
{
tran.Rollback();
// handle the error however you need to.
throw;
}
}
}
}