Pl/pgSQL & TRANSACTION

This code doesn't work. I use Begin Work to start a transaction but BEGIN is
a PL/pgSQL command so I have a parse error when executing it.

CREATE FUNCTION a () RETURNS int4 AS '
BEGIN
   BEGIN WORK;
   COMMIT WORK;
    return 1;
    END;
' LANGUAGE 'plpgsql';

What's wrong ????