How to INSERT multiple records in SP with comma delimited values as a input parameter?

Question

I have a Win Form where I select a Employee and CheckListBox where I selecte multiple stores. In my store procedure I am passing EmployeeID and StoreString with comma delimited. Such as EmployeID = 1095 and StoreString = 105,905,255,991,303.  I need to save these values in my EmployeeStoreLink Table as of following...
1095 = 105
1095 = 905
1095 = 255
1095 = 991
1095 = 303

I also need to rollback prior records insert if store insert @ 303 fails. I have done few hours of research and only stuffs that I found was how to retrive information but not how to insert them into the table.  If anyone would give me some hint I would greatly appreciate.