First of all you don't have "two primary keys" in one table - you have a composite key - a primary key comprising two or more fields.
To make your own message you have to trap the Form's Error.
I don't know the number of this data error offhand but you can get it by putting the following line into the Code Builder's module of the Form's OnError event.
Run the code and cause the error. You'll get a message box displaying the number.
Now, replace the code with:
If DataErr = **** Then
MsgBox "You already have this combination in the table.", vbInformation
Response = acDataErrContinue
Replace **** with the error number...