When setting a default value for a returned new primary key if something goes wrong. Is it better to have a null, or 0 value returned?

In the following, is it better to have this?

public static void InsertNewItemsAndGetPrimaryKeyWithCheck(List<ArrayList> alStrSQL, List<ArrayList> al, ref object objIdentity)
        {
            objIdentity = null;
code....
}

or this?

public static void InsertNewItemsAndGetPrimaryKeyWithCheck(List<ArrayList> alStrSQL, List<ArrayList> al, ref object objIdentity)
        {
            objIdentity = 0
code....
}
The first one returns null if it doesn't work, and the second one returns 0.
Which is a best practices?