# ...
my $sth = $dbh->prepare('INSERT INTO foo (pkey, bar, baz) VALUES (?, ?, ?)')
                 or die "Error: #DBI::errstr";
# assuming 'bar' and 'baz' are in @data, which is a 2D array
my @ids = (); # you will have all primary keys here
for (@data){
  my $id = getID($dbh, 'foo_sequence');
  redo unless $id;  # or just die() instead
  $sth->execute($id, @$_);
  push @ids, $id;
}
# ...

sub getID{
  my ($dbh, $seqID) = @_;
  # this is for Oracle, you may need to tweak it for MS SQL
  my $sth = $dbh->prepare_cached(qq/SELECT $seqID.NEXTVAL FROM dual/)
                          or return undef;
  $sth->execute() or return undef;
  my @row = $sth->fetchrow_array();
  return @row ? $row[0] : undef;
}