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Using custom logger class to log errors and events slows down the process
public class Logger
{
    public static void Log(string message)
    {
        mySqlClassInDAL.ExecuteNonQuery(string.Format("Insert into LogTable (msg) values ({0})",message));
    }
}

try
{
    PlayGame("Angry Pigs");
}
catch
{
    Logger.Log("Can't Play Game");
}

public int ExecuteNonQuery(string NonQuery)
{
    using (SqlConnection sc = new SqlConnection(AppConnectionString))
    {
        SqlCommand sqlCommand = new SqlCommand(NonQuery, sc);
        sqlCommand.Connection.Open();
        return sqlCommand.ExecuteNonQuery();
    }
}

Audit Login -- network protocol: TCP/IP
RPC:Completed   exec sp_executesql N'INSERT INTO ...
Audit Logout
RPC:Completed   exec sp_reset_connection
Audit Login -- network protocol: TCP/IP
RPC:Completed   exec sp_executesql N'INSERT INTO ...
Audit Logout
RPC:Completed   exec sp_reset_connection

Console.WriteLine(DateTime.Now);
for (int i = 0; i < 1000; i++)
{
    ExecuteNonQuery(string.Format("INSERT INTO LogTable ... ", (i+baseNo).ToString()));
    ExecuteNonQuery("UPDATE Customers... Where ID = " + (i+baseNo).ToString());
}
Console.WriteLine(DateTime.Now);
.
.
.
for (int i = 0; i < 1000; i++)
{
    List<object> parameterValues = new List<object> { "abc", 1, (i+baseNo).ToString() };
    ExecuteSP("INSERTINTOLOG", parameterValues);
    ExecuteSP("UPDATECustomers", new List<object> { i+baseNo });
}

Console.WriteLine(DateTime.Now);
.
.
.

var blockingCollection = new BlockingCollection<LogWriter>();

CREATE PROC sp_AddtoLog @in_values nText AS


DECLARE @hDoc int

--Prepare input values as an XML documnet

exec sp_xml_preparedocument @hDoc OUTPUT, @in_values

--Select data from the table based on values in XML

Insert into Log values (LogiD,Message)

SELECT * FROM Orders WHERE CustomerID IN (
      SELECT LogID,Message FROM OPENXML (@hdoc, '/NewDataSet/Logs', 1)
      WITH (LogID NCHAR(5),Message varchar(200)))

EXEC sp_xml_removedocument @hDoc

string logs =dsLog.GetXml();