It that code is on the client then you have many trips to the server so to eliminate that.
Insert all the data into a temportary table say T with the same structure as myFoo
Then
insert myFoo
select *
from t
where t.primary_key not in ( select primary_key from myFoo)
This should work on other databases as well - I have done this on Sybase
It is not the best if very few of the new data is to be inserted as you have copied all the data over the wire.