This is my first real disappointment with LLBLGen. We use Guids exclusively for entity PKs (excluding some system tables that need to have corresponding enums). I hit this problem today and found this post, as well as another.
So, now I need to use Guid.NewGuid when saving an entity that is new... not that big of a deal I suppose, except that with SQL 2005, we have sequential guids available, which provide better indexing. So with LLBLGen, we can't take advantage of this feature.
Oh well. Still lovin' my first LLBLGen project :-)