VBA/SQL INSERT VALUES syntax

[stabatron5000]

I have a table in Access with multiple foreign key fields.
I would like to populate this table from Excel with SQL.

Hardcoding values works fine:

INSERT INTO Table ( Field1, Field2,...)
VALUES (x,y,...)

Nesting SELECT statements like this fails:

INSERT INTO Table ( Field1, Field2,...)
VALUES (
(SELECT f_key_x FROM Table_x WHERE thing_I_want=list_o_things_x),
(SELECT f_key_y FROM Table_y WHERE thing_I_want=list_o_things_y),
...
)

I pulled that syntax from MySQL.com. Did I screw it up, or should I structure it differently for VBA/JET/Whatever?

My current workaround is to do each SELECT individually, and store the result in a variable, then concatenate them in.

VALUES( " & f_key_x & ","...)