BCP or DTS are not what I am looking for :-(

The problem is :-

I need to do some relational work on the data that I am getting so therefore BCP will not help me at all..

A data transform task in DTS would do the job but it means I would have to parse in some kind of file (while I do not have)..

Basically what I am doing is downloading information from the web and storing it in an 'in memory' xml document... once the xml document reaches a certain amount of nodes I import it (via a stored procedure) into the database (using openXML and nText).

Also because of the multi-threaded nature of this application the database can be given multiple bulk inserts at any time..

Its a tough one but Im sure its possible.