Assuming that what you are really asking is how to avoid multiple round-trips to the server, then one way is to write a stored proc that does both inserts, and uses
Set @Pk = Scope_Identity()
after the first insert to get the Identity value created for that first insert and then uses that @Pk value for the second insert.
here's a simple example
Create Procedure SaveEmployee
@Name varChar(30),
@DivId Int,
@HomePhoneNumber VarChar(12),
@FaxNumber VarChar(12)
As
Set NoCount On
Declare @Pk Integer
Insert Employees(Name, Divisionid)
Values(@Name, @DivId)
Set @Pk = Scope_Identity()
-- ------------------------------------------------
Insert PhoneNums(EmployeeId, PhoneType, PhoneNumber)
Values(@Pk, 'Home', @HomePhoneNumber)
-- ------------------------------------------------
Insert PhoneNums(EmployeeId, PhoneType, PhoneNumber)
Values(@Pk, 'Fax', @FaxNumber )
Return 1