You can still do it without joining the tables:
INSERT INTO TableName (Value1,value2)
select
(select value1 from table1),
(select value2 from table2)
Adi
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To know how to ask questions and increase the chances of getting asnwers:
http://www.sqlservercentral.com/articles/Best+Practices/61537/
For better answers on performance questions, click on the following...
http://www.sqlservercentral.com/articles/SQLServerCentral/66909/