Error while retrieving generated keys

My application trew the following exception:

org.postgresql.util.PSQLException: Returning autogenerated keys is not supported.

        at org.postgresql.jdbc3.AbstractJdbc3Connection.prepareStatement(AbstractJdbc3Connection.java:352)

        at org.apache.commons.dbcp.DelegatingConnection.prepareStatement(DelegatingConnection.java:394)

        at org.apache.commons.dbcp.PoolingDataSource$PoolGuardConnectionWrapper.prepareStatement(PoolingDataSource.java:370)

I am using 8.2-504.jdbc3 driver with the PostgreSql 8.0.8 on SUSE Linux.

I have not seen anywhere in the documentation that this standard JDBC3 feature is not supported.

Can anyone explain it to me, please.