TSQL - Nested Loop Inserts

This is also just a question in general that I'd like to know, but, I need to perform a bulk insert, which I can accomplish in ColdFusion. The problem is that it times out, and I'd rather do this on SQL Server anyway.

Query 1 - Get Client IDs

Query 2 - Get Location IDs

Relationship 1-M Q1,Q2

code ---
get client query

loop client query
   get location query
        loop location query
             insert into ClientLocation table
             values (clientID,LocationID)
              ...
         end loop
    ...
end loop


I'm familiar with a basic bulk insert in sql


insert into (col1,col2)
select this, that from table