Stay connected.... open the file, open the connection, start reading from the file, insert data... loop until EOF, close file, close connection.

OR....
Create a datatable that mimics the table def in your database... open the file, read from the file & insert into the datatable... loop until EOF... THEN ... create an INSERT command, then use a table adaptor to shove the new records into the database for you. I'd probably would create a typed datatable for the table... give it a sql squery to use to do the inserts... map the columns (all easily done right in the wizard)... then just create an object of that datatable type... add records to it, then call the .Update method to send the changes to the database.

Given time and simplicity... open the connection, issue your insert queries, close the connection.

-tg