How to speed up dataprocessing?

I am going to insert a huge data into tables. I've tryed to drop the index (PK) first and insert the

                     data, then re-create the index(PK). But it seems
not so much faster than without dropping the index 
                     when I insert data, but it seems much faster when I
delete data from tables. Why? Is there any better 
                     way to speed up the insert-processing?