Mining Structure Error: There are multiple key columns defined

[Database Administrator]

Hi,

I am new to SQL Data Mining and having trouble in processing a Mining
Structure.
When I try to process it, it complains about 'There are multiple key
columns defined'. I did define a composite PK on 3 columns in
underlying DB table. Is this something I shouldn't do? Should I have
add a surrogate key in lieu of the 3 columns?

Please advise me.

Thanks.

c.j.