There are valid reasons to do what you want to do from DBI,
especially when you're talking a few 10M records. I've had to myself.
If you happen to be using MySQL you can indeed do multiple inserts in one DBI operation, and it does dramatically speed things up (I get 11K inserts/sec on a lightly loaded mysql-max 3.23.49 using InnoDB on an Athlon 1800+ server with a 60GB seagate drive, transferring a 2KB wide table):
INSERT INTO log
(banned_account, site_account, banner_id, display_date, display_time,
+click_date, click_time, cookie_id)
VALUES
(1, 110, 12, '2002-12-31', '06;32:04', '0000-00-00', '00:00:00', 1),
(102, 78, 234, '2002-12-31', '06;32:07', '2003-12-31', '06:32:23', 2),
(24, 154, 123, '2002-12-31', '06;32:08', '0000-00-00', 00:00:00', 3)
