Use the appropriate escape macro, if you dont need to escape any quote marks then the following will apply

INSERT INTO dbo.[DB Mirroring State Changes] (

[Event Time],

[Event Description],

[New State],

[Database] )

VALUES (

$(ESCAPE_NONE(WMI(StartTime))),

$(ESCAPE_NONE(WMI(TextData))),

$(ESCAPE_NONE(WMI(State))),

$(ESCAPE_NONE(WMI(DatabaseName))))