//assuming you already have a populated OpportunityProduct object at this point. 
//this will save the object into a collection in the State so you will have access to it 
//from your code when the "OK" button is clicked on the Insert Opp form. 
//All this is untested of course 

Sage.Entity.Interfaces.IOpportunityProduct oppprod = this.BindingSource.Current as Sage.Entity.Interfaces.IOpportunityProduct;
//oppprod is my already populated object that was bound to the form.
//instead of calling it's Save method, will store it in the State to call this later.
 
List<Sage.Entity.Interfaces.IOpportunityProduct> list;
 
if (this.PageWorkItem.State["OppProductsList"] == null)
    list = new List<Sage.Entity.Interfaces.IOpportunityProduct>();
else
    list = (List<Sage.Entity.Interfaces.IOpportunityProduct> )this.PageWorkItem.State["OppProductsList"];
 
list.Add(oppprod);

Sage.Entity.Interfaces.IOpportunity opp = this.BindingSource.Current as Sage.Entity.Interfaces.IOpportunity;
 
List<Sage.Entity.Interfaces.IOpportunityProduct> list;
 
if (this.PageWorkItem.State["OppProductsList"] != null)
    list = (List<Sage.Entity.Interfaces.IOpportunityProduct>this.PageWorkItem.State["OppProductsList"];
 
if (list != null)
{
    foreach (Sage.Entity.Interfaces.IOpportunityProduct oppprod in list)
    {
        //order of what gets called here might need to be played with
        oppprod.Opportunity = opp;
        opp.OpportunityProducts.Add(oppprod);
        oppprod.Save();
    }
}

opp.Save();