Et voilà. C'était donc une boucle dans une boucle :
<?php
require("connexions/connect.php");
$selectionDB = mysql_select_db($dbname,$connexion);
$tableau = array("1001", "1002", "1003", "1005", "1025","1354","1368","1060","1338","1194","1193","1367","1112","1429",
"1484","1404","1487","1213","1248","1292","1223");
for ($i = 0; $i < count($tableau); $i++)
{
for($j=1; $j<31; $j++)
{
$sql="insert into t_prix (id_1, id_2 values ('$tableau[$i]', '$j')";
mysql_query($sql,$connexion);
//echo $tableau[$i]." ";
}
}
?>