If the database in question is SQL Server and you are using .net 2.0, then you could use SqlBulkCopy to get your .csv into a table, and then run an update query from there.
Otherwise, you will need to do row by row inserts to get the data in, so you may as well just do row by row updates.
Wrapping all your updates/inserts in a transaction should help a little bit.
Hope this helps,
Alex
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