Thanks for all the feedback!

It helped a lot.
1. I'm going to try and see what happen if I leave the "end transaction"
until 50000 insert was done.
2. I'm going to increase cache_size from 8192 to 16384 

Extra info,
1. This program saved data to a clarion file before and in sqlite it's
about 20-30% slower.
2. I'm reading data from an remote oracle server
3. I'm saving to a network drive.
4. If my program seems to hang for longer than about 3-5 minutes the
user tends to kill it.

ps. When I started with sqlite it took 500 minutes to save the 1 million
I've got it down to just less than 200 minutes with current settings.
Clarion does it in between 100 and 200 minutes.

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