ADO SQL速度很慢跟踪结果很郁闷

我在连接SQL数据库以后开始循环插入数据但是速度很慢.我用跟踪器跟踪了下发现每次执行SQL语句的时候都会连接数据库然后断开连接.
一直是这样:
Audit Logout
SQL:BatchCompleted
SQL:BatchCompleted
Audit Logout
Audit Logout
SQL:BatchCompleted
SQL:BatchCompleted
Audit LogoutAudit Logout
SQL:BatchCompleted
SQL:BatchCompleted
Audit Logout
.........