Inserting thousands of records into a MS SQL Database using List

I have this class:
==============================================
   public class Anchor
        {
            public string url;
            public string title;          
        }
==============================================
I am gathering a bunch of data into

==============================================
public static List<Anchor> recListLinksAll = new List<Anchor>();
==============================================


Now by the time I am done recording everything into my recListLinksAll class I need to insert all of these records into a MS SQL database and here is what I am trying to do:

==============================================
conn.Open();
foreach (Anchor anchor in recListAnchorsAll)
            {              
                stSQL+= " INSERT INTO allAnchors ";
                stSQL += " VALUES(  ";
                stSQL += "'" + anchor.url + "',";
                stSQL += "'" + anchor.title.Replace("'", "''") + "'";
                stSQL += ") ";

                SqlCommand cmdInsert = new SqlCommand(stSQL, conn);

                try
                {
                    cmdInsert.ExecuteNonQuery();
                }
                catch (System.Net.WebException e)
                {
                    throw (e);
                }
             
            }
conn.Close();
==============================================

And what happens is it inserts about 4000 records and times out. Can anyone provide me with a more efficient way? Perhaps an XMLSerializer or something like that where I wouldn't have to insert each one at a time, but rather in bulk.