O esegui 3 query INSERT separate oppure utilizzi un'unica query INSERT (vedi http://dev.mysql.com/doc/refman/5.0/en/insert.html):

INSERT statements that use VALUES syntax can insert multiple rows. To do this, include multiple lists of column values, each enclosed within parentheses and separated by commas. Example:

INSERT INTO tbl_name (a,b,c) VALUES(1,2,3),(4,5,6),(7,8,9);