See http://arevico.com/insert-ignore-queries-in-wordpress-plugins-or-themes/ on how to use this gist

wordpress-insert-ignore.php

<?php

/**
 * It's possible to modify WordPress insert queries in such a way to ignore duplicates. 
 * Ignoring in this context means that no error is thrown and the insert is skipped.
 * This can be useful in conjunction with unique keys. When the filter is active, all
 * calls to $wpdb->insert() are transformed to insert-ignore queries
 *
 * Be mindful when running this code in a plugin that you remove the filter when you are done.
 * It's not nice to edit other people's queries when not necessary.
 *
 * @author 	H.F. Kluitenberg
 * 		http://arevico.com/
 * 
 */
class insertIgnore
{
	
	/**
	 * Add the IGNORE modifier to an insert query
	 *
	 * @param array $data The data to insert (unescaped)
	 */
	public function insertIgnore( $data ){
		global $wpdb;

		add_filter('query', array($this, 'modifyInsertQuery'), 10);
		$wpdb->insert( $data );

		// Remove our filter again. You can also do this at a later stage
		remove_filter('query', array($this, 'modifyInsertQuery'), 10);
	}

	/**
	 * Modify any incoming queries
	 *
	 * @param string $query The SQL Query
	 * @return string the modified query
	 */
	 public function modifyInsertQuery( $query ){
		 $count 	= 0;
		 $query 	= preg_replace('/^(INSERT INTO)/i', 'INSERT IGNORE INTO', $query, 1 , $count );
		 return $query;
	 }

	
}