There could be several things causing this and it somewhat depends on what you have set up in your database.
First, you could be using a PK in the table that is also an FK to another table making the relationship 1-1. IN this case you may need to do an update rather than an insert. If you really can have only one address record for an order this may be what is happening.
Next you could be using some sort of manual process to determine the id ahead of time. The trouble with those manual processes is that they can create race conditions where two records gab the same last id and increment it by one and then the second one can;t insert.
Third, you query as it is sent to the database may be creating two records. To determine if this is the case, Run Profiler to see exactly what SQL code you are sending and if ti is a select instead of a values clause, then run the select and see if you have due to the joins gotten some records to be duplicated. IN any even when you are creating code on the fly like this the first troubleshooting step is ALWAYS to run Profiler and see if what got sent was what you expected to be sent.