CREATE TABLE a
(
  id serial NOT NULL,
  aaa text NOT NULL,
  CONSTRAINT a_pkey PRIMARY KEY (id)
);

insert into a (aaa) values ('a');
insert into a (aaa) values ('b');
insert into a (aaa) values ('c');

andrey=# select version();
                              version
-------------------------------------------------------------------
 PostgreSQL  7 . 4  on i386-unknown-freebsd4. 8 , compiled by GCC  2 . 95 . 4 
( 1  row)

andrey=# select * from a having id = max(id);
ERROR:  column "a.id" must appear in the GROUP BY clause or be used in an aggregate         function

andrey=# select * from a group by id, aaa having id = max(id);
 id | aaa
----+-----
   3  | qqq
   2  | qqq
   1  | qqq
( 3  rows)

****************************************************

select version();
                              version
-------------------------------------------------------------------
"PostgreSQL 8.0.4 on i686-pc-mingw32, compiled by GCC gcc.exe (GCC) 3.2.3 (mingw special 20030504-1)"
( 1  rows)

select * from a having id = max(id);
ERROR:  column "a.id" must appear in the GROUP BY clause or be used in an aggregate function

select * from a group by id, aaa having id = max(id);
 id | aaa
----+-----
   3  | qqq
( 1  rows)

insert into a (aaa) values ('a');
insert into a (aaa) values ('b');
insert into a (aaa) values ('c');

insert into a (aaa) values ('qqq');
insert into a (aaa) values ('qqq');
insert into a (aaa) values ('qqq');