Need to find a faster way to create many records

There are times in my application where I need to create on the order of thousands of new records.
The current workflow is to create objects by parsing a file that the user wishes to import. After creating the objects, I get a reference to my entity and use the AddNew() method. With a for loop I create the new record and fill in the fields from the objects.
I then display the new records in a datagrid. From here, the user can save to the database after reviewing the datagrid.
Parsing the file, instantiating the objects, and filling the datagrid are all extremely quick but the process of calling AddNew() and actually filling the record is very slow.
It seems like I am very CPU limited. My first thought was to use multple threads to create the new records(aka AddNew(), not for saving) but I don't know of any way to do this since Lightswitch requires all access to be from the screen logic thread.
Is there a better way for me to do this?

I have a couple of thoughts for you:
I think that you will have to upload the file to the web server and load from there. That will get you the most improvement in speed and that may be fast enough.
The next thing that you can do is to use a stored procedure to insert the records instead of Entity Framework via AddNew(). You could use Michael's code to insert records individually, which would be much faster than AddNew, or you could do a batch
insert for best performance. If you are only inserting a thousand records or so, it won't make much difference.
See the following for what I have found to be the fastest insert method:
Inserting records using stored procedure with table-valued
parameter
Another user used this method and got the following results:
Got it to work in a small test program entering 19MLN records and the results are just fabulous:
vb.net record entry on the server -> 8 hours
stored procedure per records -> 30 minutes
stored procedures with table parameter -> 3 minutes
(That's 100,000 records per second).
Another thing that you might want to do is to first insert the records to a temp table; the user could then approve/reject records. If they approve, run a stored proc to copy from the temp table to the final table. (When I say temp table,
I don't mean a real SQL server temp table, but another table that is just used to hold the data while reviewing.)
Mark

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