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$dbh->do("insert ... ");
$sth = $dbh->prepare('select @@identity');
$sth->execute();
my $data = $sth->fetch;...

$dbh->do("exec some_proc_with_an_insert 1,2,3");
$sth = $dbh->prepare('select @@identity');
$sth->execute();
my $data = $sth->fetch;