Copying large volumes of data to a DB

Hi All, I'm starting to build an app to manage my eBay sales. Now one of the things I need to do is to write the Category information into a local DB. Once the initial download is done I'm O.K. about updating the content but my questions relates more to this: What is the best way to manage the Mbytes of data which will be coming down a relatively slow line (DSL) and then writing it into my DB. Should I have some sort of buffer where I read n bytes or records and then write those to the DB and repeat until the process is finished, or, do I wait until the lot has downloaded then write it to my DB in one big gulp? I've done plenty or read/writinig to/from DBs but it has always single records in the past and I'm just wondering about the "best" way to handle this? Thanks in advance Alan