How to use a SQL for loop to insert rows into database?

I'm using Postgres, and I have a large number of rows that need to be inserted into the database, that differ only in terms of an integer that is incremented. Forgive what may be a silly question, but I'm not much of a database guru. Is it possible to directly enter a SQL query that will use a loop to programatically insert the rows?

Example in pseudo-code of what I'm trying to do:

for i in 1..10000000 LOOP
  INSERT INTO articles VALUES(i)
end loop;

Hopefully I've understood what you need (tested on 8.2):

INSERT INTO articles (id, name)
SELECT x.id, 'article #' || x.id
  FROM generate_series(1,10000000) AS x(id);

In SQL Server you can do:

DECLARE @i int
SET @i = 1

WHILE @i<1000000
    BEGIN
        INSERT INTO articles
        VALUES @i
        SET @i=@i+1
    END