The Wizard Stole My IDENTITY

Being new to SQL, I started with the basics... using VS2005, it seemed easy enough. Not a single Sql statement was coded by me, but there I was addding, deleting, updating records like a pro. Relations here, bound objects there, The Wizard was my friend. Then I asked him for what I thought was a very simple request: Can I have my @@IDENTITY please? The Wizard grew angry, and hurled error after error at me, null objects were exploding all around me, I tried to reason with him, offering CType's and Try/Catch's but to no avail. I had to seek help for this monster - one after another telling me to SELECT @@IDENTITY, SELECT SCOPE_IDENTITY, but I pleaded with them "I have for the love of god" everywhere possible (if you find yourself wanting to reply now - my answer is YES I tried that), but he would not reviel my identity... Until I took matters into my own hands....

Wizard Says:
Private Sub MarketLogFilesBindingNavigatorSaveItem_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MarketLogFilesBindingNavigatorSaveItem.Click
Me.Validate()
Me.MarketLogFilesBindingSource.EndEdit()
Me.MarketLogFilesTableAdapter.Update(Me.EveMarketDBDataSet.MarketLogFiles)
End Sub

I say:
Private Sub MarketLogFilesBindingNavigatorSaveItem_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MarketLogFilesBindingNavigatorSaveItem.Click
Me.Validate()
Me.MarketLogFilesBindingSource.EndEdit()
Dim command As New SqlClient.SqlCommand("SELECT @@IDENTITY", Me.MarketLogFilesTableAdapter.Connection)
Me.MarketLogFilesTableAdapter.Connection.Open()
Me.MarketLogFilesTableAdapter.Update(Me.EveMarketDBDataSet.MarketLogFiles)
Dim i As Integer = CType(command.ExecuteScalar(), Integer) Me.MarketLogFilesTableAdapter.Connection.Close()
End Sub

Though this code may be totally wrong, it works. I spent many hours trying to find a way that didn't involve me writing my own Update commands, or more to the point, I was sure that such a simple task as retriving the last PK of record had to be in the wizards head somewhere. I am sure there is a simple way to do it, that I have so clearly missed, but for those of you who rely on the wizard, the above at least got me one step closer. It seem's in the auto-gen code, the connection is closed after the update command IF the connection was closed BEFORE the update command was issued.

IF ANYONE CAN FIND ME DOCUMENTATION ON THAT FACT, I WILL GIVE YOU ONE MILLION....
Thanks guys, keep up the great work, I love these forums - inspiration and knowledge -