I posted a similar question a day or so ago and this is a question that has been asked many times. As far as I am aware, only JBOSS 3.2.0RC1 allows your managed CMR field to be part of a primary key. I have so far not quite been able to get this working as I am unsure exactly if my jbosscmp and ejb-jar.xml files are correct. What I need really is a working example.
If you solve this problem please post back, as I shall vice-versa.