Can't retrieve Scope_Identity()

I'm trying to retrieve the primary key that was just generated in an insert statement.  My sql stored proc is the following:

CREATE PROCEDURE usp_BRS_MainData_ins
      @AgencyName varchar(50),
      @Code varchar(50),
      ...
      @LossHistory varchar(1000)
AS
INSERT INTO tblBRSMainData (
      AgencyName,
      Code,
      ...
      LossHistory
)
VALUES (
      @AgencyName,
      @Code,
      ...
      @LossHistory
)

RETURN SCOPE_IDENTITY()
GO

My code to retrieve it in asp.net 1.1 c# is:

string sSQL = "usp_BRS_MainData_ins";
SqlConnection cn = CommonFunctions.OpenDatabase("DepartmentCLD");
SqlCommand cmd = new SqlCommand(sSQL, cn);
cmd.CommandType = CommandType.StoredProcedure;

SQLScripts.AddParameter("@AgencyName", SqlDbType.VarChar, txtAgencyName.Text, cmd);
...
cn.Open();
int newRecID = (int) cmd.ExecuteScalar();
...

There's a lot of junk code I'm leaving out, but do I need to somehow specify in my .net code that I'll need to retrieve a value?  The error I'm getting is:

System.NullReferenceException: Object reference not set to an instance of an object.

I get it on the "int newRecID=..." line.

The SQLScripts.AddParameter is a custom method that I wrote:

public static void AddParameter(string p_ParameterName, SqlDbType p_DBType, string p_FieldName, SqlCommand p_CommandType)
{
      p_CommandType.Parameters.Add(new SqlParameter(p_ParameterName, p_DBType));
      p_CommandType.Parameters[p_ParameterName].Value = p_FieldName;
}