DetailsViewInsertedEventArgs has a property called Values, but when you insert from DetailsView, you don't provide a primary key via textbox usually, so that newly assigned primary key won't be in there.
You could use EntityDataSource.Inserted event instead. It passes EntityDataSourceChangedEventArgs which has an Entity property which you can type-cast and then get the value of the primary key attribute. For example, if I had an entity called Dependent that I just inserted into my ObjectContext through the EntityDataSource, my event handler for the EntityDataSource could look like this:
protected override dependentInformationDataSource_OnInserted(object sender, EntityDataSourceChangedEventArgs e )
{
// let's say my Dependent entity's primary key is called DependentKey
int newPrimaryKey = ((Dependent)e.Entity).DependentKey;
// do something with newPrimaryKey
}