Okay, a co-worker of mine finally tracked down the answer. Just posting here in case any one else is interested in the answer:

1. Turn off auto-commit ($dbh->{'AutoCommit'} = 0)
2. Do insert
3. SELECT id FROM table WHERE id = INTEGER(IDENTITY_VAL_LOCAL())
4. Commit changes

Naturally, id is the field that is auto-incremented and table is the table you just inserted into.

Share and Enjoy.