SCOPE_IDENTITY() will correctly give you the LAST ID. What you need is to combine it with @@Rowcount to give you the range of IDs. As the other Richard points out, this only works if your increment is set to 1
For example:
declare @last int, @first int
insert ...
select @last = scope_identity(), @first = scope_identity() - @@rowcount + 1
Another way (use this in SQL Server 2008 for guaranteed results) to do this is to use the OUTPUT clause
declare @ids table (id int)
INSERT INTO Table1 (FirstName ,LastName ,EmailAddress)
output inserted.id into @ids
-- Get the ids
SELECT id from @Ids
The table now contains all the inserted ids