Look at the LOAD DATA LOCAL INFILE statement in mysql
http://dev.mysql.com/doc/refman/5.1/en/load-data.html
basically you will end up with opening your file in excel or something like that, saving as .csv and then issue query
LOAD DATA LOCAL INFILE 'c:\db.csv' INTO TABLE some_table FIELDS TERMINATED BY ';'
of course your 'some_table' has to have appropriate structure and you have to adjust field separator to what you have chosen when saving .csv file.
look at the docs I have provided to see further options, like setting file encoding or ignoring n first lines (useful if your file has header)