I’ve wandered in some forums I’ve found another way to insert multiple data.

before

INSERT INTO TableName (Col1, Col2)
VALUES (1, 'John');
INSERT INTO TableName (Col1, Col2)
VALUES (2, 'Mike');
INSERT INTO TableName (Col1, Col2)
VALUES (3, 'Jane');

another way I found

INSERT INTO TableName (Col1, Col2)
SELECT 1 , 'John'
UNION ALL
SELECT 2 , 'Mike'
UNION ALL
SELECT 3 , 'Jane'

--only in SQL Server 2008
INSERT INTO TableName (Col1, Col2)
VALUES (1, 'John'),
(2, 'Mike'),
(3, 'Jane')