The DBI functions are not multi-threaded, meaning they have the potential to lag your server everytime you do a query. The SQLx functions are multi-threaded and thus, won't lag your server. That, in itself, is a reason to use SQLx over DBI.
I think Emp wrote a tutorial of sorts in the Code Snippets board. There's also something or another somewhere that BAILOPAN wrote. Either should help you get up to speed. Here's some useful reading:
http://wiki.alliedmods.net/AMX_Mod_X..._Changes#Usage
What SQL_GetInsertID needs is the handle to a query that you already submitted.
I suggest you familiarize yourself with these functions:
http://www.amxmodx.org/funcwiki.php?go=inc&id=50
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