For MS SQL Server, you don't have to include the parens around the entire set of values for it to work.
Your syntax should look like this:
insert into myTable
(col1, col2, col3, col4)
values
(1, 'a', 'v1', 23),
(2, 'b', 'v2', 24),
(3, 'c', 'v3', 25),
(4, 'd', 'v4', 26),
(5, 'e', 'v5', 27)
You just keep tacking on a comma and the next set of values.
Compare with your technique:
insert into myTable
(col1, col2, col3, col4)
values
( -- < this is extraneous!
(1, 'a', 'v1', 23),
(2, 'b', 'v2', 24),
(3, 'c', 'v3', 25),
(4, 'd', 'v4', 26),
(5, 'e', 'v5', 27)
) -- < this is also extraneous!
The parens surrounding the list of value sets are extraneous.
Hope that helps!