Use [`Thread`](http://reference.wolfram.com/language/ref/Thread.html)

    Thread[ a -> {1, 2, 3} ]

and

    Join @@ Thread /@ {a -> {1, 2, 3}, b -> {4, 5, 6}}

You might also be interested in [this](http://mathematica.stackexchange.com/questions/18393/what-are-the-most-common-pitfalls-awaiting-new-users/25616#25616).