mysql_insert_id() and WP

I am creating a plugin and for the first time I am creating tables and inserting data. I have all that work but now I want to validate the insert was successful.

Can I use mysql_insert_id() or is there something equivalent I need? I tried mysql_insert_id() last night without much luck. I would like to avoid just doing another select statement if possible. But that is always an option I guess.

Cheers