How Can You Tell What The Primary Key Of A New Row Will Be?

I need to insert a row into a table in SQL Server 2000. The primary
key for the row is an identity type, so it auto-numbers for me without
needing to put in the value in the insert statement.

My problem, is that after i insert a row, i need to insert another row
in a different table that references the first row. To do that i need
to know the primary key for the original row.

How can i tell what the primary key was? In Oracle, you would check
the sequence before the original insert. Is there a similar feature
in SQL Server? And how would you use it?

(I'm using C# ADO)

- Paul