Is it possible to insert an entire VB.NET DataTable into a SQL Server at once

With SQL Server 2008 you can use Table-Valued Parameters:

Dim sc As New SqlCommand(
  "INSERT INTO MyNewTable (field1, field2,...)"&
    "SELECT field1, field2,... FROM @MyTable;", MyDBConnection) 
sc.Parameters.AddWithValue("@MyTable", MyDataset)  
sc.ExecuteNonQuery()

You could call .WriteXML() on the DataSet and dump that into the database in one insert.

try with SqlBulkCopy

Use the SqlDataAdapter's InsertCommand to define your Insert query. Then call the DataAdapter's Update Method with your dataset as a parameter to have it push the data.

Something like:

Dim DA As SqlDataAdapter = New SqlDataAdapter
Dim Parm As New SqlParameter

DA.InsertCommand = New SqlCommand("Insert Into tbl1(fld0, fld1, fld2) Values(@fld0, @fld1, @fld2)", conn)
Parm = DA.InsertCommand.Parameters.Add(New SqlParameter ("@fld0", NVarChar, 50, "fld0"))
Parm = sqlDA.InsertCommand.Parameters.Add(New SqlParameter ("@fld1", SqlDbType.NVarChar, 50, "fld1"))
Parm = sqlDA.InsertCommand.Parameters.Add(New SqlParameter ("@fld2", SqlDbType.NVarChar, 50, "fld2"))
DA.Update(dataset1, "tbl1")