what is better way to write the query

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hi,
it's maybe more question for mysql list, but since php is involved
too... :-)
I have php script that inserts into mysql table couple hundreds of records.
usually, it looks like:
<?php
// 1st record
$query = "INSERT INTO table (col_11, col_12, ... col_1n) VALUES
($value_11, $value_12,... $value_1n )";
mysql_query($query) or die ($mysql_error());

// 2nd record
$query = "INSERT INTO table (col_21, col_22, ... col_2n) VALUES
($value_21, $value_22,... $value_2n )";
mysql_query($query) or die ($mysql_error());

...
// last record
$query = "INSERT INTO table (col_m1, col_m2, ... col_mn) VALUES
($value_m1, $value_m2,... $value_mn )";
mysql_query($query) or die ($mysql_error());


It also works this way:
$query = "INSERT INTO table (col_m1, col_m2, ... col_mn) VALUES";
$query .= "($value_m1, $value_m2,... $value_mn ), ";
$query .= "($value_21, $value_22,... $value_2n ), ";
...
$query .= "($value_m1, $value_m2,... $value_mn )";
mysql_query($query) or die ($mysql_error());

is what's the difference between these two queries?
is there any situations when is better to use first vs. second?
any suggestion for the process of inserting up to 5K records at the time
or this number is so small to consider any "optimization"?

thanks for any help.

-afan

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