I have a Generic Class with two type variables, which implements java.lang.Comparable.
public class DoubleKeyimplements Comparable
You'll have to define a rule when a DoubleKey is smaller, bigger or equal to this one. That's what compare does. Maybe, that's my actual guess, it doesn't make much sense to compare to instances of DoubleKey.
If you don't actual care how they're ordered and only need to implement any ordering, try this:
public int compareTo(DoubleKey that){
// real codes needs checks for null values!
return (this.key1.toString() + this.key2.toString()).compareTo(that.key1.toString() + that.key2.toString());
}