Insert multiple rows WITHOUT repeating the “INSERT INTO …” part of the statement?

Your syntax almost works in SQL Server 2008 (but not in SQL Server 20051):

CREATE TABLE MyTable (id int, name char(10));

INSERT INTO MyTable (id, name) VALUES (1, 'Bob'), (2, 'Peter'), (3, 'Joe');

SELECT * FROM MyTable;

id |  name
---+---------
1  |  Bob       
2  |  Peter     
3  |  Joe       

1 When the question was answered, it was not made evident that the question was referring to SQL Server 2005. I am leaving this answer here, since I believe it is still relevant.

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