I think this is what you wanted
Option Explicit
Sub InsertPricePoints()
Dim aryPoints As Variant
aryPoints = Array(0, 500, 800, 1000, 1500, 2000, 2500, 3000, 3500, 4000, 4500)
Dim iRow As Long
Application.ScreenUpdating = False
With ActiveSheet
For iRow = .Range("B3").CurrentRegion.Cells(1, 1).End(xlDown).Row To .Range("B3").Row + 1 Step -1
If Application.WorksheetFunction.Match(.Cells(iRow, 2).Value, aryPoints, 1) <> Application.WorksheetFunction.Match(.Cells(iRow - 1, 2).Value, aryPoints, 1) Then
.Rows(iRow).Insert Shift:=xlDown, CopyOrigin:=xlFormatFromLeftOrAbove
End If
Next iRow
End With
Application.ScreenUpdating = True
End Sub