Unfortunately SQL Server interprets the quoted comma as a delimiter. This applies to both BCP and bulk insert .
From http://msdn.microsoft.com/en-us/library/ms191485%28v=sql.100%29.aspx
If a terminator character occurs within the data, it is interpreted as a terminator, not as data, and the data after that character is interpreted as belonging to the next field or record. Therefore, choose your terminators carefully to make sure that they never appear in your data.