public DataSet UpdateByDataSet(DataSet ds,string strTblName,string strConnection) 
    { 
      SqlConnection  conn = new SqlConnection(strConnection); 
      SqlCommand myCommand = new SqlCommand("select * from " + strTblName, conn);  
      SqlDataAdapter myAdapter = new SqlDataAdapter(myCommand );  
      SqlCommandBuilder myCommandBuilder = new SqlCommandBuilder(myAdapter);        
      myAdapter.InsertCommand = myCommandBuilder .GetInsertCommand(); 
      try 
      { 
          foreach(DataRow dr in ds.Tables[0].Rows)
          {
                 dr.SetAdded();//.net 2.0以上版本才有,如果你是.net 1.1那没此方法
          }//加上这段代码后看能插入吗.这个是把行状态置成了Added
          conn.Open(); 
          myAdapter.Update(ds,strTblName); 
          ds.AcceptChanges(); 
          conn.Close(); 
          return ds;    //数据集的行状态在更新后会都变为: UnChange,在这次更新后客户端要用返回的ds 
      } 
    catch(Exception err) 
    { 
          conn.Close(); 
          throw err; 
    } 
  }

------解决方案--------------------
探讨

4楼复杂我的代码.. 

4楼的代码即可. 

只要把你的datatable的行状态搞成Added,然后sqlDataAdapter.update(dt)即可了. 

注意要设置sqlDataAdapter的insertcommand命令


------解决方案--------------------

或者可以用SqlBulkCopy.WriteToServer(DataTable)一次将数据写入数据库
参看下例:

主要看using (SqlBulkCopy bcp = 
                    new SqlBulkCopy(connection))部分代码即可
C# code

using System;
using System.Data;
using System.Data.SqlClient;

namespace Microsoft.Samples.SqlServer
{
    class Program
    {
        public static void Main(string[] args)
        // Define and open a connection to AdventureWorks. 
        {
            using (SqlConnection connection =
                new SqlConnection(GetConnectionString()))
            {
                connection.Open();
                // Perform an initial count on the 
                // destination table. 
                SqlCommand commandRowCount = new SqlCommand(
                    "SELECT COUNT(*) FROM " +
                    "dbo.BulkCopyDemoMatchingColumns;",
                    connection);
                long countStart = System.Convert.ToInt32(
                    commandRowCount.ExecuteScalar());
                Console.WriteLine("Starting row count = " +
                    countStart);
                // Create a table with some rows. 
                DataTable tableNewProducts = MakeTable();
                // Set up the bulk copy object. 
                // Note that the column positions in the 
                // source data reader match the column 
                // positions in the destination table so 
                // there is no need to map columns. 
                using (SqlBulkCopy bcp = 
                    new SqlBulkCopy(connection))
                {
                    bcp.DestinationTableName =
                        "dbo.BulkCopyDemoMatchingColumns";
                    // Write from the source to 
                    // the destination. 
                    bcp.WriteToServer(tableNewProducts);
                }
                // Perform a final count on the destination
                // table to see how many rows were added. 
                long countEnd = System.Convert.ToInt32(
                    commandRowCount.ExecuteScalar());
                Console.WriteLine("Ending row count = " + 
                    countEnd);
                long countAdded = countEnd - countStart;
                if (countAdded == 1)
                {
                    Console.WriteLine("1 row was added.");