If at all possible, you should avoid setting up databases with complex keys (or compound keys, as they are sometimes known). It makes life a whole lot more complex, and in a world where everyone already says you’re taking too long because “All You Have To Do Is…”, complex isn’t a good thing.
Sometimes, however, there’s just no choice.
I have one app that has a table with 2 complex-key relationships. The table’s primary key is (idA, idB) and there’s a foreign key reference to another table item with a key of (idA, idC). The table’s key is an embedded object of type “table1Id” and the foreign reference is a lazy-load “table2″ object.
The full details are here.