You can do this with the adapter model:
DataAccessAdapter adapter = new DataAccessAdapter();
adapter.StartTransaction( IsolationLevel.ReadCommitted, "TransactionName");
adapter.SaveEntity( ent1, false, null, true );
adapter.SaveEntity( ent2, false, null, true );
adapter.Commit();
Should happen in one connection and one transaction. That should be correct, I'm sure Frans will say if it's not