Meaning of Level of rollback on errors

Hi folks,

I've just faced a situation here at work. Our application runs on Oracle,
SqlServer, Sybase and PostGreSql. The problem was when a primary key
violation occurs: after the error, the application tries to find the
register, but if the ODBC is configured as "Transaction" on "Level of
rollback on errors", nothing is returned from the select. After a research,
I found out that I must use "Statement" , but I'd like to know what happen
when this configuration is set, because the application must start / finish
the transaction. I'm tried "Nop: don't rollback anything", cause make more
sense for me: don't do anything, let the application control the
transactions, but using it, the application can't continue and make more
statements.

Because I don't like to use something that I don't know, please, does
anybody have more information about the configurations of "Level of rollback
on errors"?

Thanks,

Renato.