Make sure you have a INT (or BIGINT) IDENTITY primary clustered index on the table! And preferably no other indices (if possible) - those would slow down inserts.
It's a common misconception that since the table only needs INSERTs and hardly any reads, you should "save" yourself the trouble of a primary, clustered key.
As the Goddess of SQL Server Indexing, Kimberly Tripp, explains in her excellent blog post The Clustered Index Debate continues:
Inserts are faster in a clustered
table (but only in the "right"
clustered table) than compared to a
heap. The primary problem here is that
lookups in the IAM/PFS to determine
the insert location in a heap are
slower than in a clustered table
(where insert location is known,
defined by the clustered key). Inserts
are faster when inserted into a table
where order is defined (CL) and where
that order is ever-increasing.
So a right clustered index can speed up your inserts, and right here means static (never changes), unique, as small as possible (INT or BIGINT) and preferably ever-increasing (no page splits and therefore no performance penalty).
Also if your table is only ever getting inserts and no updates / deletes, you should make sure to use a 100% FILLFACTOR on the clustered index to fully fill up those SQL server pages.
Marc