How can I force entity framework to insert identity columns?

I want to write some C# code to initialize my database with some seed data. Clearly, this is going to require the ability to be able to set the values of various Identity columns when inserting. I’m using a code-first approach. By default, DbContext handles the database connection and so you can’t SET IDENTITY_INSERT [dbo].[MyTable] ON. So, what I’ve done so far is use the DbContext constructor that lets me specify a DB connection to be used. Then, I set IDENTITY_INSERT to ON in that DB connection, and then try to insert my records using entity framework. Here’s an example of what I’ve got so far:

entity object cannot be referenced by multiple instances of IEntityChangeTracker. while adding related objects to entity in Entity Framework 4.1

I am trying to save Employee details, which has references with City. But everytime I try to save my contact, which is validated I get the exception “ADO.Net Entity Framework An entity object cannot be referenced by multiple instances of IEntityChangeTracker”