Multiple inserts as a single string?

Hi there, I have a bit of strange question: when wanting to insert multiple records into the db, instead of looping through the set and executing mysql_query (which will then call the db n times), is it not better to concat a string with all the insert statements and let mysql handle the inserting, that way we don't call the db n times from php. Does that make any difference? Maybe I am just stupid . Thomas