Bill in addition to the replies you received, one other thing...

In unusual situations where someone might want to manually insert an identity value, you can toggle the identity_insert setting, and you can insert any value (even a zero).

For example (again, not a common situation):

CREATE TABLE Test  (MyIdentity int identity primary key clustered,  Name varchar(100))
GO

insert into Test (Name) values ('Kevin')

set identity_insert Test on
insert into Test (MyIdentity, Name) values (0, 'Row for zero')
set identity_insert Test off

select * from Test

MyIdentity                           Name
0                                   Row for zero
1                                   Kevin