best way to get autogenerated primary key

Hi, this is my first post to this list, so forgive me if this is not the right place to post this. I tried to do my research (google, monetdb.org, python api help) but didn't find an answer.

How can I get the auto-generated primary key (integer) after executing an insert. I want to use it in a second insert to another table that references the first.

(in PostgreSQL I used the RETURNING clause for this)

thanks in advance Mate