Getting the last inserted id

So I guess the question still remains, how do you get the last inserted 
id from a sequence?

I'm using access 2003 & postgres odbc 8.0.02


select @@IDENTITY seems to be MS Specific and not work with postgres.

calling currval has to be a pass-through query which makes it high 
complicated if at all
possible.

How does everyone else do this ?

How does any database maintain referential integrity if this doesn't work?