I know this is a little late, but I just saw your reply mentioning that RissRoss's blog would answer my question. It actually doesn't answer our question since it only talks about composite foreign keys in which both fields of the foreing key are from the same table. We were having trouble with composite foreign keys in which the fields in the foreign key are from multiple tables.
One of my group members (as you'll see when looking at our code) discovered that it worked if we just do separate alter table commands. We tried so many ways and this is the only way we could get it to work... hopefully it was right.
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