Sam,
I have had to do this before with a downloaded file from a bank.  I needed
it to convert dates from text and the dollar amounts as currency.
Basically, I just had the macro recorder watch me format my first record set
and go to the beginning of the next record set, turned off the recorder, and
assigned the macro to a good letter combo (like alt+z).  Then I was able to
just sit there and hold down alt+z without lifting my fingers off the
keyboard until I was approaching the end of my recordset, at which point I
let go of the z (but not alt) and deliberately hit the z once for each
remaining record set until I reached the end.  I was dealing with hundreds
and even thousands of transactions per client for about 40 clients each
month, but this method took mere seconds each and every time.