When checked, begins a transaction at the start of every iteration. Commits or rollbacks the transaction at the end of the iteration.
When both “Begin Transaction before every Iteration” and “Begin Transaction once for all Iterations” are unchecked, no transaction is started.
Reference:
http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqlconnection.begintransaction(v=vs.100).aspx
http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqltransaction.commit(v=vs.100).aspx
http://msdn.microsoft.com/en-us/library/system.data.sqlclient.sqltransaction.rollback(v=vs.100).aspx
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