[sqlite] how to speed up da insertion?

[Will]

I insert like followings :  

rc = sqlite3_prepare(m_pDB, szSQL, -1, &pStmt, 0);  
sqlite3_bind_int64(pStmt, 1, m_pTBDataDBData->lTime);   
...

rc = sqlite3_step(pStmt);  

rc =sqlite3_finalize(pStmt);



I feel this is not the best way for insertion.
I insert over 400 times per second.

I'm beginer in sql.

Is there any suggesttion?