If by "worksheet" you mean a Datasheet form, this is the default behavior.
You'd have to make the form read-only, arrange for the user to turn on
AllowAdditions and AllowEdits, then turn it back off after the new record was
saved. Since Datasheet forms cannot display command buttons, turning these on
would have to involve something like Double-clicking a field. All in all, a
lot of work in order to make a Datasheet form not perform as most people
expect them to.