best technique to get the ID of the last inserted value

Hi all, I'm a newbie in PHP, and I want to know what's the best technique you guys use when you need to get the id of the last inserted value in the database. My first thought is to do a SELECT on the db and get the last id, but I know that if I have two almost simultaneous connections I may get the wrong one, so that's the why of my question. TIA Marcelo Wolfgang