When you create your TableAdapters with the data wizard in Visual Studio 2005, be sure to select the option for "Refresh Data" (under Advanced) if you plan to use any automatic identity columns.  If you do not, the identity value will not update in your dataset until you requery the table.

An example, let us say you want to log visits to your website.  You have sessionlog table and a requestlog table.  When a person first hits the site you add a sessionlog entry for that person.  On each page request you writh out a requestlog entry which will also contain the sessionlog entry ID for the current session.  

When you first log the sessionlog entry you simply:

* create a new row to your dataset
* set the values to all the fields except the identity column
* add the row to your dataset
* call the TableAdapter's update on the dataset
* retrieve the sessionlog identity from the data row you added
* save it off to Session State to retrieve and use on every requestlog entry.

In such a case if you have the "Refresh Data" unchecked, the identity will always be zero.  If you have it checked, you will receive the actual identity column value.

Of course, if you do not plan to use the indenty column ID of the newly added row, in your code, then you can leave this option unchecked.