Try using Bulk Insert....
http://code.msdn.microsoft.com/LinqEntityDataReader
If you have a collection of entities e.g storeEntities you can store them using SqlBulkCopy as follows
var bulkCopy = new SqlBulkCopy(connection);
bulkCopy.DestinationTableName = TableName;
var dataReader = storeEntities.AsDataReader();
bulkCopy.WriteToServer(dataReader);
There is one gotcha with this code. Make sure that the Entity Framework definition for the entity correlates exactly with the table definition, ensure that the Entity's properties are in the same order in the Entity Model as the columns in the SQL Server table. Failure to do this will result in an exception.