>You don't need it in Oracle because it has a built-in database object that generates a series of unique integers called sequence. Sequences are typically used to generate data values that are required to be unique, such as primary key values.
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Sergey,
SQL Server has the same type of thing called an Identifier field. The next sequential value is stored in the system tables for that table/column combination. However, it makes things like Parent-Child-Grandchild relationships a pain because you need the PKs in order to populate the FKs in the other tables before inserting.

For me, I like having a mechanism to manually retrieve the next key value.