[sql] How to create composite primary key in SQL Server 2008

For MSSQL Server 2012

CREATE TABLE usrgroup(
  usr_id int FOREIGN KEY REFERENCES users(id),
  grp_id int FOREIGN KEY REFERENCES groups(id),

  PRIMARY KEY (usr_id, grp_id)
)

UPDATE

I should add !

If you want to add foreign / primary keys altering, firstly you should create the keys with constraints or you can not make changes. Like this below:

CREATE TABLE usrgroup(
  usr_id int,
  grp_id int,

  CONSTRAINT FK_usrgroup_usrid FOREIGN KEY (usr_id) REFERENCES users(id),
  CONSTRAINT FK_usrgroup_groupid FOREIGN KEY (grp_id) REFERENCES groups(id),

  CONSTRAINT PK_usrgroup PRIMARY KEY (usr_id,grp_id)
)

Actually last way is healthier and serial. You can look the FK/PK Constraint names (dbo.dbname > Keys > ..) but if you do not use a constraint, MSSQL auto-creates random FK/PK names. You will need to look at every change (alter table) you need.

I recommend that you set a standard for yourself; the constraint should be defined according to the your standard. You will not have to memorize and you will not have to think too long. In short, you work faster.