I need to get my PK back to me after doing an update on my DataTableAdapter but the DataSet Designer does not give me the option, I attached a screenshot.
How do I get around this?

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As Henk pointed out above in the comments to my question, the issue is with my database version.
I was trying to use this tool against SQL Server 2000, which it works great for except the ‘Refresh the Data table’ option which is not support.
So instead I wrote my own stored procedure that returns my scope_identity like I needed.