I have searched the MySql documentation and found nothing. I have tried this ... the Rollback doesn't seem to cancel the inserts made in table1 and table2
Start Transaction;
INSERT INTO Table1(field1,field2) VALUES (value1, value2);
INSERT INTO Table2(field3,field4) VALUES (value3, value4);
INSERT INTO Table3(field5,field6) VALUES (value5, value6);
Rollback;
UPDATE: Thanks for all answers, but I forgot to tell that the 3rd statement throws an exception (Constraint Violation).