Do you mean the mysql text console? Then:
START TRANSACTION;
...
your queries.
...
COMMIT;
Is what I recommend.
However if you want to avoid typing this each time you need to run this sort of query, add the following to the [mysqld] section of your my.cnf file.
init_connect='set autocommit=0'
This would set autocommit
to be off for every client though.