I would recommend using an after insert trigger to do this, there are some good examples at:
http://msdn.microsoft.com/en-us/library/ms189799.aspx
If you create your trigger on the tables where the data is being inserted, it will be triggered every time an insert from any terminal happens. Inside the trigger you can write out the details of the insert to the log file, perhaps using the pranay_stacker's advice.
As an example of something I just whipped up quickly:
create TRIGGER dbo.productTrigger
on dbo.Product
after insert
AS
BEGIN
-- SET NOCOUNT ON added to prevent extra result sets from
-- interfering with SELECT statements.
SET NOCOUNT ON;
declare @data nvarchar(255);
DECLARE dataCursor CURSOR FAST_FORWARD FOR
select ProductCode from inserted;
OPEN dataCursor
FETCH NEXT FROM dataCursor
INTO @data
WHILE @@FETCH_STATUS = 0 BEGIN
declare @cmd sysname;
set @cmd = 'echo ' + @data + ' >> c:\test\var_out2.txt';
exec master..xp_cmdshell @cmd, NO_OUTPUT;
FETCH NEXT FROM dataCursor
INTO @data
END
CLOSE dataCursor;
DEALLOCATE dataCursor;
END
You would of course have to modify the database and table names, etc.
The other thing to keep in mind is that you need to enable xp_cmdshell as by default SQL server has it switched of for security reasons, this is done via:
EXEC master.dbo.sp_configure 'show advanced options', 1
RECONFIGURE
EXEC master.dbo.sp_configure 'xp_cmdshell', 1
RECONFIGURE
go
And finally the last thing I noticed is that when I had the echo to c:\var_out2.txt it was giving me an "Access Denied" however when I changed it to c:\test\var_out2.txt it worked fine. So keep that in mind too.