insert multiple rows in one request c#

Question

In visual studio 2008 I create a smart device net 3.5, Please I want to insert 5000 in one request ,for example "insert into group_user select 1,5 union all select 2,5 ..." but it doesn't work ,I tried directly in sqlmanagment he ready inserted but with exception (le nombre de valeurs dans la liste de sélection de sous-requête est insuffisant. insert many values ) and Sorry for my english :(

public String addGroupUser(List<GroupUser> ListGroupUser)
        {
            String concatenation = "";
            for (int i = 0; i < ListGroupUser.Count; i++)

            {

                int nbreEnreg = ListGroupUser.Count;
                int idGroup = ListGroupUser[i].group_id;
                int idUser = ListGroupUser[i].user_id;
                int dernierElement = nbreEnreg - 1;
               if (i == dernierElement)
                {
                    concatenation += " SELECT " + idUser + " ," + idGroup + "  ";

                }

                else
                {
                    concatenation += " SELECT " + idUser + " ," + idGroup + " UNION ALL  ";
                }
            }
            String requete = "insert into group_user  " + concatenation;

            return requete;
        }
internal static int ExecuteUpdateN(string requête,SqlCeConnection conne)
        {
            // on gère les éventuelles exceptions
            try
            {

                // exécute sqlCommand avec requête de mise à jour

                SqlCeCommand sqlCommand = new SqlCeCommand(requête, conne);

                int nbLignes = sqlCommand.ExecuteNonQuery();



                return nbLignes;

            }
            catch (Exception e)
            {

                return -1;
            }
            finally
            {
                Connexion.getInstance().closeConnection();
            }
        }

ExecuteUpdateN(requete);