(After that I was asked to add one more column [column3] [datetime] NOT NULL. Combination of all three columns should be unique. I want to add that column3 to the primary key but don't know how to do it after table was already created.)
The above is the reason I gave you that answer but the BOL(books online) is better than most books run a search for index column include it is a new feature which is an implict composite so you can just add the column to any index you create as needed. Hope this helps.