MySQL does support transactions, but not for MyISAM, you'll have to use InnoDB or likewise engine if you want transactions.
There is a trick you can use and still keep MyISAM and have transactions (kind of).
Here's how to have your cake and eat it too :-).
Step 1
Create a blackhole table
CREATE TABLE bh_insert_tables
t1.pk integer,
t2field1 varchar(45),
t2field2 integer,
....
t3field1 integer,
.... etc for all tables
) ENGINE = BLACKHOLE;
Step 2
Create a memory table to store the dummy transactions into
CREATE TABLE my_rollback
id unsigned integer auto_increment primary key,
last_insert integer not null,
tablename varchar(15) not null,
index last_insert using hash ('last_insert'),
index tablename using hash ('tablename')
) ENGINE = MEMORY;
CREATE TABLE status
id unsigned integer auto_increment primary key,
insert_id integer not null,
success boolean not null,
index insert_id using hash ('insert_id')
) ENGINE = MEMORY;
Step 3
Put a trigger on the blackhole table that will fire on insert.
This trigger will also add transaction support (kind of) to MyISAM.
DELIMITER $$
CREATE TRIGGER ai_bh_insert_each AFTER INSERT ON bh_insert FOR EACH ROW
BEGIN
DECLARE table1ID integer;
DECLARE error boolean;
DECLARE CONTINUE HANDLER FOR SQLEXCEPTION
BEGIN
SET error = TRUE;
END;
SET error = FALSE;
INSERT INTO table2 (field1, field2, field3) VALUES (NEW.t2field1, NEW.t2field2, NEW.t2field3);
IF not(error) THEN BEGIN
INSERT INTO my_rollback (last_insert, tablename) VALUES (LAST_INSERT_ID(), 'table2');
INSERT INTO table3 (field1,field2) VALUES (NEW.t3field1, NEW.t3field2);
END; END IF;
IF NOT(error) THEN BEGIN
INSERT INTO my_rollback (last_insert, tablename) VALUES (LAST_INSERT_ID(), 'table3');
INSERT INTO table4 .......
END; END IF;
IF error THEN BEGIN /*do_rollback*/
DELETE table2 FROM table2
INNER JOIN my_rollback ON table2.id = my_rollback.last_insert
WHERE my_rollback.tabelname = 'table2';
DELETE table2 FROM table2 .......
INSERT INTO status (insert_id, success) VALUES (NEW.pk, false);
END;
ELSE BEGIN
INSERT INTO status (insert_id, success) VALUES (NEW.pk, true);
END; END IF;
/*Clear my_rollback for the next insert*/
DELETE FROM my_rollback WHERE id IS NOT NULL;
END $$
DELIMITER ;
In your insertion routine you can query table status to see which records from table1 in MSSQL where inserted successfully and which ones failed.
Links:
http://dev.mysql.com/doc/refman/5.0/en/blackhole-storage-engine.html
http://dev.mysql.com/doc/refman/5.0/en/triggers.html
http://dev.mysql.com/doc/refman/5.5/en/create-trigger.html
http://dev.mysql.com/doc/refman/5.5/en/delete.html
http://dev.mysql.com/doc/refman/5.5/en/declare-handler.html