Solution:
You can easily use $wpdb->insert( $table, $data, $format )
. Usage:
$wpdb->insert(
'table',
array(
'column1' => 'value1',
'column2' => 123
),
array(
'%s',
'%d'
)
);
More info in: http://codex.wordpress.org/Class_Reference/wpdb#INSERT_rows