UNIQUE INDEX and PRIMARY KEYS

Hi Friends,
I am confused about primary keys.
What is the purpose of this key again? I know it is used for unique constraints.
Supposing I have a table with two (2) columns which are each indexed as unique.
Then they can me both candidate at primary key right?
So why do I need a primary key again? when I have 2 columns which are uniquely index?
Thanks a lot

A UNIQUE index creates a constraint such that all values in the index must be distinct. An error occurs if you try to add a new row with a key value that matches an existing row. This constraint does not apply to NULL values except for the BDB storage engine. For other engines, a UNIQUE index allows multiple NULL values for columns that can contain NULL
The differences between the two are:
1. Column(s) that make the Primary Key of a table cannot be NULL since by definition; the Primary Key cannot be NULL since it helps uniquely identify the record in the table. The column(s) that make up the unique index can be nullable. A note worth mentioning over here is that different RDBMS treat this differently –> while SQL Server and DB2 do not allow more than one NULL value in a unique index column, Oracle allows multiple NULL values. That is one of the things to look out for when designing/developing/porting applications across RDBMS.
2. There can be only one Primary Key defined on the table where as you can have many unique indexes defined on the table (if needed).
3. Also, in the case of SQL Server, if you go with the default options then a Primary Key is created as a clustered index while the unique index (constraint) is created as a non-clustered index. This is just the default behavior though and can be changed at creation time, if needed.
So, if the unique index is defined on not null column(s), then it is essentially the same as the Primary Key and can be treated as an alternate key meaning it can also serve the purpose of identifying a record uniquely in the table.

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