How to insert Huge dummy data to Sql server

Why You don't generate those records in SQL Server. Here is a script to generate table with 1000000 rows:

DECLARE @values TABLE (DataValue int, RandValue INT)

;WITH mycte AS
(
SELECT 1 DataValue
UNION all
SELECT DataValue + 1
FROM    mycte   
WHERE   DataValue + 1 <= 1000000
)
INSERT INTO @values(DataValue,RandValue)
SELECT 
        DataValue,
        convert(int, convert (varbinary(4), NEWID(), 1)) AS RandValue
FROM mycte m 
OPTION (MAXRECURSION 0)


SELECT 
        v.DataValue,
        v.RandValue,
        (SELECT TOP 1 [User_ID] FROM tblUsers ORDER BY NEWID())
FROM    @values v

In table @values You will have some random int value(column RandValue) which can be used to generate values for other columns. Also You have example of getting random foreign key.