Here is one way to do it set-based without loops. This can also be made into a view for re-use. The example shows the generation of a sequence from 0 through 999, but of course, it may be modified to suit.
INSERT INTO
myTable
(
nr
)
SELECT
SEQ.SeqValue
FROM
(
SELECT
(HUNDREDS.SeqValue + TENS.SeqValue + ONES.SeqValue) SeqValue
FROM
(
SELECT 0 SeqValue
UNION ALL
SELECT 1 SeqValue
UNION ALL
SELECT 2 SeqValue
UNION ALL
SELECT 3 SeqValue
UNION ALL
SELECT 4 SeqValue
UNION ALL
SELECT 5 SeqValue
UNION ALL
SELECT 6 SeqValue
UNION ALL
SELECT 7 SeqValue
UNION ALL
SELECT 8 SeqValue
UNION ALL
SELECT 9 SeqValue
) ONES
CROSS JOIN
(
SELECT 0 SeqValue
UNION ALL
SELECT 10 SeqValue
UNION ALL
SELECT 20 SeqValue
UNION ALL
SELECT 30 SeqValue
UNION ALL
SELECT 40 SeqValue
UNION ALL
SELECT 50 SeqValue
UNION ALL
SELECT 60 SeqValue
UNION ALL
SELECT 70 SeqValue
UNION ALL
SELECT 80 SeqValue
UNION ALL
SELECT 90 SeqValue
) TENS
CROSS JOIN
(
SELECT 0 SeqValue
UNION ALL
SELECT 100 SeqValue
UNION ALL
SELECT 200 SeqValue
UNION ALL
SELECT 300 SeqValue
UNION ALL
SELECT 400 SeqValue
UNION ALL
SELECT 500 SeqValue
UNION ALL
SELECT 600 SeqValue
UNION ALL
SELECT 700 SeqValue
UNION ALL
SELECT 800 SeqValue
UNION ALL
SELECT 900 SeqValue
) HUNDREDS
) SEQ