@coni2k 's answer is correct however you must add [StringLength]
attribute for it to work otherwise you will get an invalid key exception (Example bellow).
[StringLength(65)]
[Index("IX_FirstNameLastName", 1, IsUnique = true)]
public string FirstName { get; set; }
[StringLength(65)]
[Index("IX_FirstNameLastName", 2, IsUnique = true)]
public string LastName { get; set; }