SQL Write?

I have a simple SQL question.  Nobody in my shop uses it except me, and 
the little I know I've learned on my own and from reading messages in this 
list.  I know how to create a cursor and fetch the records.  That's about 
all.  :)  So... my question:

I have a simple request to pull some records from a couple files meeting 
certain criteria and write it to a database file.  No calculations are 
needed.  I can easily do this using OpnQryF or an SQL cursor and fetch 
each record, then write each one sequentially, but I wanted to know if I 
had any other options.   Is it possible to use SQL to write all the 
records at once instead of having to fetch and write each record 
individually?

Thanks!

Mike