For all of you whom wanted to know about how to load data within SQL Server, please refer to the "Ultimate" SQL Data Loading Performance Guide at: http://sqlcat.com/whitepapers/archive/2009/02/15/the-data-loading-performance-guide-2008.aspx
 
This document described techniques for bulk loading large data sets into SQL Server. It covers both the available techniques as well as methodologies to performance tune and optimize the bulk loading process.
 
Enjoy!