There seems to only be 2nd class support for composite database keys in Java\'s JPA (via EmbeddedId or IdClass annotations). And when I read up on composite keys, regardless
In terms of the domain model, I see nothing wrong with creating a composite primary key when the table doesn't represent an entity - i.e. when it represents a join table (as you mention in your question), other than if it is not montonically increasing, then you will get a certain amount of page splits during insertions.
Some ORM's don't cope well with composite primary keys, so perhaps it is safer to create a surrogate auto-integer for the primary key, and cover the columns with a non-clustered index.