Insert multiple Rows

Hi, I have a program that need to send a Postgresql database a lot of
rows, i'm doing it using FOR an INSERT, something like this
for i = 0 to 1000
{
insert into table(item1) VALUES (i);
}

And so on, as you can imagine these consume a lot of resources and
move so slowly, that's why I'm looking for a command to send more than
one row at the time, something like

insert into table (item1) values ('1' / '2' / '3' / '4' ... / '1000');

The data I want to send come from variables on the program, coping
local variables is fast so i can make my query on a variable with all
the data and then send just one query to the database.

I was looking on PostgreSQL documentation and find nothing,, I think
that what I'm looking for doesn't exist,, you are my last resource, it
possible to do what I want?

BTW: I found a command on Postgre to pass a file with all the info but
the database is not on local machine and its a little hard to send it
a file.