I get the same error, and I've got Access 2000 and I'm using "Jet OLEDB Provider 4.0":
Microsoft JET Database Engine error '80040e14'
Invalid SQL statement; expected 'DELETE', 'INSERT', 'PROCEDURE', 'SELECT', or 'UPDATE'
Is there something I need to tweak in the Access DB before I can retrieve the IDENTITY?
Maybe I'll just try it with SQL 7.0 instead.