I heard differently awhile back. If you issue two separate calls to Access, one to do the INSERT and one to do the "SELECT @@IDENTITY" to get the last inserted AutoNumber value, it should work. This assumes each user has their own always-on connection to the DataBase (usually how you program against Access).
Its a bit easier in SQL Server since you can do the INSERT and SELECT @@IDENTITY in one calls, but it doesnt work in Access for dynamic SQL. If youre calling a stored proc in Access (which you must create using dynamic sql using something like "CREATE PROC...", you *might* be able to have the proc do an INSERT and SELECT, but I havent tried it (nor have I tried creating procs in Access, though I hear-tell you can).
-Nerseus