cannot use result of (insert .. returning)

Hello,

I need to use query like:
    select (insert into test (a) values (x) returning b),...
but it say
    ERROR: syntax error at or near "into"

Is this a bug?

Function does not work too:
  create function(..) returning .. as 'insert ... returning ..' language 
'sql'
ERROR:...
DETAIL: Function's final statement must be a SELECT.

any ideas?

dvs