Foreign Key Issues

I am having trouble with creating a table for our project. I am trying to write the code for an associative entity in our E-R diagram in which the primary key is the two fields that are primary keys for the tables that it connects (foreign keys). However, I am getting an error when I try to name two different fields as a primary key. A member in my group suggested naming one a primary key and the other "not null", but is there a different way?