how to rollback all the data i sent to database.

Use Transactions with your insertion commands. If your targeting database is SQL Server then you cause SqlTransaction with try/catch block, so that if an exception occurs you can Rollback the transaction.

An example from the MSDN

private static void ExecuteSqlTransaction(string connectionString)
{
    using (SqlConnection connection = new SqlConnection(connectionString))
    {
        connection.Open();

        SqlCommand command = connection.CreateCommand();
        SqlTransaction transaction;

        // Start a local transaction.
        transaction = connection.BeginTransaction("SampleTransaction");

        // Must assign both transaction object and connection 
        // to Command object for a pending local transaction
        command.Connection = connection;
        command.Transaction = transaction;

        try
        {
            command.CommandText =
                "Insert into Region (RegionID, RegionDescription) VALUES (100, 'Description')";
            command.ExecuteNonQuery();
            command.CommandText =
                "Insert into Region (RegionID, RegionDescription) VALUES (101, 'Description')";
            command.ExecuteNonQuery();

            // Attempt to commit the transaction.
            transaction.Commit();
            Console.WriteLine("Both records are written to database.");
        }
        catch (Exception ex)
        {
            Console.WriteLine("Commit Exception Type: {0}", ex.GetType());
            Console.WriteLine("  Message: {0}", ex.Message);

            // Attempt to roll back the transaction. 
            try
            {
                transaction.Rollback();
            }
            catch (Exception ex2)
            {
                // This catch block will handle any errors that may have occurred 
                // on the server that would cause the rollback to fail, such as 
                // a closed connection.
                Console.WriteLine("Rollback Exception Type: {0}", ex2.GetType());
                Console.WriteLine("  Message: {0}", ex2.Message);
            }
        }
    }
}