You can use PRIMARY KEY constraints to enforce entity integrity as well as referential integrity. A PRIMARY KEY constraint ensures that no duplicate values are entered, that NULL values are not allowed, and that an index is created to enhance performance.
(For details, search for "constraints" in SQL Enterprise Manager Help.)
OR
For example:
ALTER TABLE authors ADD CONSTRAINT UPKCL_auidind PRIMARY KEY CLUSTERED (au_id)
adds a PRIMARY KEY constraint on the au_id column. Note that this table already has a primary key defined on it.
(For details, see the CREATE TABLE and ALTER TABLE statements in the Microsoft SQL Server Transact-SQL Reference.)