Use stored procedure to insert some data into a table

If you have the table definition to have an IDENTITY column e.g. IDENTITY(1,1) then don't include MyId in your INSERT INTO statement. The point of IDENTITY is it gives it the next unused value as the primary key value.

insert into MYDB.dbo.MainTable (MyFirstName, MyLastName, MyAddress, MyPort)
values(@myFirstName, @myLastName, @myAddress, @myPort)

There is then no need to pass the @MyId parameter into your stored procedure either. So change it to:

CREATE PROCEDURE [dbo].[sp_Test]
@myFirstName nvarchar(50)
,@myLastName nvarchar(50)
,@myAddress nvarchar(MAX)
,@myPort int

AS 

If you want to know what the ID of the newly inserted record is add

SELECT @@IDENTITY

to the end of your procedure. e.g. http://msdn.microsoft.com/en-us/library/ms187342.aspx

You will then be able to pick this up in which ever way you are calling it be it SQL or .NET.

P.s. a better way to show you table definision would have been to script the table and paste the text into your stackoverflow browser window because your screen shot is missing the column properties part where IDENTITY is set via the GUI. To do that right click the table 'Script Table as' --> 'CREATE to' --> Clipboard. You can also do File or New Query Editor Window (all self explanitory) experient and see what you get.