I found that run in query analyser the insert query was ok and actually ran incredibly quick.
There are a few techniques.
Alter the database design to save individual messages or smaller batch sizes and submit the data a few rows at a time (kinda obvious and easy, but too me this was ugly, but in the end the solution we plumbed for)
Use the sql bulk load adapter written by . While this works, the company I was working for would not allow an adapter that was not built and tested in house. http://blog.biztalk-info.com/archive/2009/02/18/SQL_Bulk_Load_adapter.aspx
Am on an extended holiday at the mo, so this is all from (hazy) memory.
Hope this helps..
3.