BUG #1988: keygen not implemented

The following bug has been logged online:

Bug reference:      1988
Logged by:          Mike Clements
Email address:      mikec@actional.com
PostgreSQL version: 8.0.3
Operating system:   WinXP
Description:        keygen not implemented
Details:

Create a table with an integer primary key using a sequence to automatically
assign values.
Connect to the database with a JDBC client.
Insert a row into the table using:
Connection.prepareStatement(sql, Statement.RETURN_GENERATED_KEYS);
The driver throws an exception saying this method is not yet implemented.
What it should do is create the prepared statement so when you execute it,
the returned ResultSet has the generated primary key.