Inserting a large number of rows into mySQL

I'm writing an app where I must insert a large number of rows into a mySQL database individually. All the rows are related to each other, so I need to ensure that integrity is maintained. In the event that one of the inserts fails, I need to be able to roll back all the prior inserts. What is the best way to insert the rows individually, yet still have this ability? The rows will be inserted by looping though an array in PHP. Thanks. - Anthony