mssql-cmd can run in interactive mode, like this:

mssql-cmd> connect pan:withdata@192.168.0.102:1433/test

db connected

mssql-cmd> load table=media_messages 
      > datafile=f:\media_messages.txt 
      > delimiter=, 
      > quote=" 
      > header=y;

In batch mode: mssql-cmd dsn="pan:withdata@192.168.0.102:1433/test" task=load table=media_messages datafile=f:\media_messages.txt delimiter=, quote=" header=y quit=y