Inserting To Multiple Tables In SQL Server 2005 That Use Identity Specification

Hi, I am having a bit of hassle with trying to enter details to multiple tables in SQL Server 2005.
I have four tables, an

Attendance Table (AttendanceID(PK Identity specific), MembershipNo, Date)
Resistance Table (ResistId(PK Identity specific), Weight , Reps, Sets)
Aerobics Tables(AerobicsID(PK Identity specific), MachineID, Intensity, Time)
and a linking table for all of them.... ExerciseMaster(AttendanceID,ResistanceID,AerobicsI D)

My problem is that I can insert data to each specific table by itself using seperate insert statements.....eg....

//insert an attendance record to the attendance table
string userID;

userID = Session["User"].ToString();

SqlDataSource pgpDataSource = new SqlDataSource();
pgpDataSource.ConnectionString = ConfigurationManager.ConnectionStrings["ConnectionStringLogin"].ToString();

pgpDataSource.InsertCommandType = SqlDataSourceCommandType.Text;
pgpDataSource.InsertCommand = "INSERT INTO [Attendance] ([MembershipNo], [Date]) VALUES (@MembershipNo, @Date)";
pgpDataSource.InsertParameters.Add("MembershipNo", userID);
pgpDataSource.InsertParameters.Add("Date", txtVisitDate.Text);

int RowsAffected = 0;

try
{
RowsAffected = pgpDataSource.Insert();
}

catch (Exception ex)
{
Server.Transfer("~/Problem.aspx");
}

finally
{
pgpDataSource = null;
}


//insert an aerobics record into the aerocibs table

SqlDataSource pgpDataSource = new SqlDataSource();
pgpDataSource.ConnectionString = ConfigurationManager.ConnectionStrings["ConnectionStringLogin"].ToString();

pgpDataSource.InsertCommandType = SqlDataSourceCommandType.Text;
pgpDataSource.InsertCommand = "INSERT INTO [Aerobics] ([MachineID], [Intensity], [ExerciseTime]) VALUES (@MachineID, @Intensity, @ExerciseTime)";


pgpDataSource.InsertParameters.Add("MachineID", rower.ToString());
pgpDataSource.InsertParameters.Add("Intensity", txtRowerLevel.Text);
pgpDataSource.InsertParameters.Add("ExerciseTime", txtRowerTime.Text);

int RowsAffected = 0;

try
{
RowsAffected = pgpDataSource.Insert();
}

catch (Exception ex)
{
Server.Transfer("~/Problem.aspx");
}

finally
{
pgpDataSource = null;
}
//same code as above for the resistance table

However, i am facing the problem where this does not populate the link table(ExerciseMaster) with any information as i am unable to write the relevant IDs into the table that have been auto generated by SQL Server for each of the subTables.
I have read several forums where they recommend using something called @@IDENTITY but i have no idea how or where to use this in order to fill my exercise table...
Any help would be so much appreciated.... Also, hopefully what i have said all makes sense and someone will be able to help me...oh and one more thing...this is an ASP.NET page coding in C#
Cheers
Scotty