You CSV file similar to the following:

"a",1
"b",2
"c",3
"d",4

The SQL:

COPY table_name(col1,col2) FROM 'C:UsersPublicDocumentsCSVdata.csv' WITH DELIMITER AS ',' CSV QUOTE AS '"';

References:

1. http://forums.enterprisedb.com/posts/list/2819.page
   
2. http://dba.stackexchange.com/questions/18821/how-to-import-a-csv-file-into-a-postgresql-database-using-copy
3. http://stackoverflow.com/questions/2987433/how-to-import-csv-file-data-into-a-postgres-table
4. http://www.postgresql.org/docs/9.1/static/sql-copy.html
5. http://stackoverflow.com/questions/10079682/copy-function-in-postgresql