I need to create multiple records in sqlserver, each with the same value in column A, but with a unique value in column B. I have the values for column B in an array.
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If you're wanting to do multiple inserts in a loop in C# - look at TransactionScope. That will let you roll multiple calls to the stored proc into a transaction with rollback capabilities. Another option would be that you could pass your array as XML, and in the stored proc you could shred that XML out to a temp table to use in your proc.
One last thing you should do is to add Table Valued Parameters to your wish-list of reasons to upgrade to the next version of SQL server. As that wish-list grows, your justification for spending the money to upgrade gets a bit easier to make.