Execute Multiple Sql Commands With One Trip To The Database.

Ive got a List<sqlCommand> and I want to execute all the commands in it, but only using one trip to the database. I dont need any return values from any of these commands. Most of the commands are update/insert/delete. Sometimes after a insert command there may be a command "set @NEWID =identity_insert"  to facilitate the next insert to a related table, but thats the only other type of command to insert/update/delete.
I am using microsofts enterprise data application block. I want to execute all the commands in the list with just one trip to the database. Would the following code achieve this :
 db = DatabaseFactory.CreateDatabase("wlmAdmin");
 foreach (SqlCommand sc in saveCommands)
            {
                db.ExecuteNonQuery(sc);
            }
or would this make multiple trips to the database? Im not 100% on whats going on behind the db object. If I create the db Item in the constructor of my class using "db = DatabaseFactory.CreateDatabase("wlmAdmin");" would this mean that every instance of that class would maintain an open database connection throughout its scope/lifetime?

Ive created the class to retrieve all data using a single stored procedure and then when saving, the class builds a List of SqlCommands which as Ive mentioned I want to execute in one trip, to make the number of trips to the database as small as possible. Because of this I don't need the db object maintain an open connection to the database all the time. However It doesnt seem to have any dispose methods so Im not clear on how it operates.
In the case that the code above opens a connection for each command, how would I got about batch executing the queries in one trip?
Thanks,
C