So you may have read about CF 8's new ability to return generated keys. For SQL Server 2000 and greater this means that the driver attempts append the SELECT SCOPE_IDENTITY() statement to end of insert statements. If you want to get an idea of how this is done you can take a look at the source for the jTDS JDBC driver. While the jTDS driver isn't what ships with ColdFusion, you can bet that CF's SQL Server driver from DataDirect is doing something similar. In fact you can actually confirm this using SQL Profiler.