• Some references for you to help you understand the things people have said:

    The behavior of the IDENTITY function when used with SELECT INTO or INSERT .. SELECT queries that contain an ORDER BY clause (Microsoft Knowledge Base)

    Blog entries by Conor Cunningham (currently a Principal Software Architect for the SQL Server Engine at Microsoft):

    No Seatbelt - Expecting Order without ORDER BY

    Ordering guarantees in SQL Server

    TOP 100 Percent ORDER BY Considered Harmful

    Paul